+12.9%
BSET vs VT
+221.4%
-208.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.7% |
| 7D | -2.4% | +1.0% | -3.4% | -3.3% |
| 30D | -9.8% | -0.2% | -9.6% | -9.6% |
| 3M | +26.1% | +4.5% | +21.5% | +20.6% |
| 6M | +28.5% | +14.1% | +14.4% | +12.4% |
| YTD | +12.5% | +14.8% | -2.3% | -2.4% |
| 1Y | +13.4% | +21.2% | -7.8% | -6.8% |
| 3Y | +42.9% | +76.6% | -33.6% | -22.3% |
| 5Y | +20.7% | +66.6% | -45.9% | -30.4% |
| 10Y | +12.9% | +222.3% | -209.4% | -69.0% |
| All | +12.9% | +221.4% | -208.5% | -69.0% |
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