+439.2%
BST vs VT
+215.5%
+223.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -6.7% | -2.3% | -4.4% | -4.0% |
| 30D | -14.1% | -5.0% | -9.1% | -8.6% |
| 3M | -4.3% | -4.9% | +0.6% | +1.7% |
| 6M | +5.7% | -1.5% | +7.2% | +8.2% |
| YTD | +18.8% | +8.5% | +10.3% | +8.7% |
| 1Y | +18.6% | +11.4% | +7.3% | +5.3% |
| 3Y | +78.5% | +70.1% | +8.4% | -3.4% |
| 5Y | +30.4% | +53.7% | -23.3% | -19.7% |
| All | +439.2% | +215.5% | +223.7% | +47.5% |
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 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