+118.7%
BSL vs VT
+487.3%
-368.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +0.1% | +1.0% | -0.8% | -0.2% |
| 3M | +2.6% | +2.4% | +0.2% | +1.7% |
| 6M | +5.6% | +12.0% | -6.4% | +1.3% |
| YTD | +0.6% | +15.3% | -14.7% | -4.5% |
| 1Y | -1.4% | +22.6% | -23.9% | -8.5% |
| 3Y | +28.8% | +74.7% | -45.9% | +4.5% |
| 5Y | +23.2% | +66.1% | -43.0% | +0.9% |
| 10Y | +74.0% | +225.0% | -151.0% | +12.6% |
| All | +118.7% | +487.3% | -368.6% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling