+64.3%
BSMC vs VT
+80.9%
-16.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.1% |
| 30D | +4.4% | -1.7% | +6.2% | +5.8% |
| 3M | -1.5% | -2.3% | +0.8% | +0.2% |
| 6M | +7.1% | +1.5% | +5.5% | +5.1% |
| YTD | +16.0% | +12.0% | +3.9% | +4.0% |
| 1Y | +19.7% | +12.9% | +6.8% | +6.5% |
| 3Y | +64.9% | +74.9% | -10.0% | -3.5% |
| All | +64.3% | +80.9% | -16.6% | -5.3% |
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