+11.9%
BSMW vs VT
+85.6%
-73.7%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.7% | -3.1% | +6.8% | +3.8% |
| 3M | -0.5% | -3.5% | +3.0% | -0.4% |
| 6M | -0.6% | +0.5% | -1.0% | -0.6% |
| YTD | +0.3% | +10.8% | -10.4% | +0.2% |
| 1Y | +0.5% | +11.9% | -11.4% | +0.4% |
| 3Y | +11.9% | +73.0% | -61.0% | +10.3% |
| All | +11.9% | +85.6% | -73.7% | +11.4% |
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