+94.2%
BSM vs VT
+217.6%
-123.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -5.9% | -0.1% | -5.8% | -6.0% |
| 30D | -5.4% | -3.1% | -2.3% | -3.7% |
| 3M | -2.6% | -3.5% | +0.9% | -0.6% |
| 6M | +7.7% | +0.5% | +7.3% | +6.4% |
| YTD | +12.5% | +10.8% | +1.7% | +3.1% |
| 1Y | +10.7% | +11.9% | -1.2% | +0.7% |
| 3Y | +8.1% | +73.0% | -64.8% | -29.2% |
| 5Y | +94.8% | +58.6% | +36.2% | +35.1% |
| 10Y | +94.2% | +219.2% | -125.0% | -4.7% |
| All | +94.2% | +217.6% | -123.5% | -4.7% |
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