+121.8%
BSEP vs VT
+146.0%
-24.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.1% |
| 7D | 0.0% | +0.4% | -0.3% | -0.2% |
| 30D | -2.2% | -2.6% | +0.4% | -0.5% |
| 3M | -0.4% | -3.2% | +2.9% | +1.8% |
| 6M | +3.4% | +0.9% | +2.4% | +2.4% |
| YTD | +8.8% | +11.3% | -2.5% | +0.8% |
| 1Y | +10.9% | +14.0% | -3.1% | +1.0% |
| 3Y | +57.3% | +75.8% | -18.6% | +6.1% |
| 5Y | +62.4% | +57.8% | +4.6% | +16.9% |
| All | +121.8% | +146.0% | -24.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling