+247.3%
BSX vs VT
+346.0%
-98.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.5% | -4.4% |
| 7D | +1.8% | -2.3% | +4.2% | +4.0% |
| 30D | +2.8% | -5.0% | +7.8% | +7.6% |
| 3M | -13.3% | -4.9% | -8.4% | -9.4% |
| 6M | -23.7% | -1.5% | -22.1% | -23.2% |
| YTD | -55.2% | +8.5% | -63.6% | -59.1% |
| 1Y | -56.8% | +11.4% | -68.2% | -61.6% |
| 3Y | -19.0% | +70.1% | -89.1% | -52.4% |
| 5Y | -0.9% | +53.7% | -54.7% | -36.5% |
| 10Y | +98.3% | +220.0% | -121.7% | -36.4% |
| All | +247.3% | +346.0% | -98.7% | -32.0% |
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