+8.3%
BSMS vs VT
+145.2%
-136.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | 0.0% | +4.5% | -4.5% | -0.3% |
| 6M | 0.0% | +14.1% | -14.1% | -1.0% |
| YTD | +0.8% | +14.8% | -13.9% | -0.2% |
| 1Y | +1.9% | +21.2% | -19.3% | +0.4% |
| 3Y | +9.7% | +76.6% | -66.8% | +4.8% |
| 5Y | -0.1% | +66.6% | -66.7% | -4.3% |
| All | +8.3% | +145.2% | -136.9% | -3.0% |
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