+83.7%
BSX vs VT
+221.4%
-137.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.4% |
| 7D | -6.4% | +1.0% | -7.5% | -7.3% |
| 30D | -8.8% | -0.2% | -8.5% | -8.6% |
| 3M | -7.6% | +4.5% | -12.2% | -11.6% |
| 6M | -37.0% | +14.1% | -51.0% | -44.6% |
| YTD | -52.8% | +14.8% | -67.6% | -58.9% |
| 1Y | -58.4% | +21.2% | -79.6% | -65.7% |
| 3Y | -16.5% | +76.6% | -93.1% | -52.7% |
| 5Y | -1.2% | +66.6% | -67.8% | -40.9% |
| 10Y | +83.7% | +222.3% | -138.5% | -46.3% |
| All | +83.7% | +221.4% | -137.7% | -46.3% |
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