-4.7%
BSMV vs VT
+66.0%
-70.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +3.8% | -2.6% | +6.4% | +3.9% |
| 3M | +0.1% | -3.2% | +3.4% | +0.3% |
| 6M | -0.1% | +0.9% | -1.0% | -0.2% |
| YTD | +0.4% | +11.3% | -10.9% | -0.3% |
| 1Y | +0.9% | +14.0% | -13.1% | 0.0% |
| 3Y | +11.7% | +75.8% | -64.1% | +6.9% |
| 5Y | -3.3% | +57.8% | -61.2% | -9.5% |
| All | -4.7% | +66.0% | -70.7% | -9.5% |
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