+0.6%
BSY vs VT
+125.3%
-124.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | -7.8% | +1.0% | -8.8% | -8.8% |
| 30D | -6.7% | -0.2% | -6.5% | -6.5% |
| 3M | -0.5% | +4.5% | -5.1% | -6.2% |
| 6M | -17.2% | +14.1% | -31.2% | -30.3% |
| YTD | -13.6% | +14.8% | -28.4% | -28.1% |
| 1Y | -39.1% | +21.2% | -60.3% | -52.7% |
| 3Y | -32.0% | +76.6% | -108.5% | -68.2% |
| 5Y | -50.8% | +66.6% | -117.4% | -74.8% |
| All | +0.6% | +125.3% | -124.7% | -58.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling