+30.0%
BSET vs VT
+217.6%
-187.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -3.9% | -0.1% | -3.7% | -3.7% |
| 30D | +5.4% | -3.1% | +8.5% | +8.4% |
| 3M | +14.0% | -3.5% | +17.5% | +17.6% |
| 6M | +60.3% | +0.5% | +59.8% | +58.7% |
| YTD | +36.7% | +10.8% | +25.9% | +22.4% |
| 1Y | +55.9% | +11.9% | +44.0% | +38.2% |
| 3Y | +63.1% | +73.0% | -9.9% | -9.5% |
| 5Y | +61.9% | +58.6% | +3.3% | -1.9% |
| 10Y | +30.0% | +219.2% | -189.2% | -62.5% |
| All | +30.0% | +217.6% | -187.6% | -62.5% |
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