+63.9%
BSMC vs VT
+74.7%
-10.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | +1.5% |
| 7D | -0.5% | -4.2% | +3.7% | +3.0% |
| 30D | +4.7% | -5.8% | +10.5% | +9.8% |
| 3M | -3.1% | -5.2% | +2.1% | +1.0% |
| 6M | +5.8% | +0.1% | +5.7% | +4.9% |
| YTD | +15.7% | +8.2% | +7.5% | +6.7% |
| 1Y | +20.0% | +10.1% | +9.9% | +8.9% |
| 3Y | +61.6% | +69.7% | -8.1% | -3.1% |
| All | +63.9% | +74.7% | -10.8% | -2.8% |
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