+539.1%
BST vs VT
+246.1%
+293.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +4.8% | +1.0% | +3.8% | +3.6% |
| 3M | +5.8% | +2.4% | +3.4% | +3.3% |
| 6M | +31.2% | +12.0% | +19.2% | +16.1% |
| YTD | +31.1% | +15.3% | +15.7% | +12.2% |
| 1Y | +41.3% | +22.6% | +18.7% | +13.0% |
| 3Y | +97.5% | +74.7% | +22.8% | +6.8% |
| 5Y | +45.8% | +66.1% | -20.3% | -15.7% |
| 10Y | +515.8% | +225.0% | +290.8% | +87.4% |
| All | +539.1% | +246.1% | +293.0% | +83.6% |
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