+94.8%
BSM vs VT
+57.5%
+37.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -5.4% | -3.1% | -2.3% | -4.0% |
| 3M | -2.6% | -3.5% | +0.9% | -1.0% |
| 6M | +7.7% | +0.5% | +7.3% | +6.7% |
| YTD | +12.5% | +10.8% | +1.7% | +4.8% |
| 1Y | +10.7% | +11.9% | -1.2% | +2.4% |
| 3Y | +8.1% | +73.0% | -64.8% | -25.0% |
| 5Y | +94.8% | +58.6% | +36.2% | +45.2% |
| All | +94.8% | +57.5% | +37.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling