+64.4%
BSMC vs VT
+78.8%
-14.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.6% | -3.1% | +7.6% | +7.1% |
| 3M | -1.0% | -3.5% | +2.5% | +1.8% |
| 6M | +5.5% | +0.5% | +5.1% | +4.5% |
| YTD | +16.0% | +10.8% | +5.2% | +5.0% |
| 1Y | +20.1% | +11.9% | +8.2% | +7.6% |
| 3Y | +64.9% | +73.0% | -8.0% | -2.6% |
| All | +64.4% | +78.8% | -14.5% | -4.4% |
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