+253.4%
BSVN vs VT
+146.2%
+107.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | +8.0% | -0.7% | +8.7% | +8.7% |
| 3M | +20.5% | +4.0% | +16.5% | +15.3% |
| 6M | +37.9% | +12.3% | +25.6% | +21.5% |
| YTD | +35.1% | +14.0% | +21.0% | +16.9% |
| 1Y | +15.1% | +20.3% | -5.2% | -6.0% |
| 3Y | +135.8% | +75.4% | +60.4% | +29.3% |
| 5Y | +200.7% | +66.0% | +134.8% | +74.2% |
| All | +253.4% | +146.2% | +107.2% | +22.9% |
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