+6.7%
BSMT vs VT
+140.9%
-134.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | +2.5% | -1.7% | +4.2% | +2.6% |
| 3M | -0.1% | -2.3% | +2.2% | +0.1% |
| 6M | +0.3% | +1.5% | -1.2% | +0.2% |
| YTD | +1.0% | +12.0% | -11.1% | +0.1% |
| 1Y | +1.4% | +12.9% | -11.4% | +0.5% |
| 3Y | +11.0% | +74.9% | -64.0% | +6.0% |
| 5Y | -0.7% | +59.9% | -60.6% | -4.6% |
| All | +6.7% | +140.9% | -134.2% | -4.3% |
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