+56.4%
BUFB vs VT
+59.8%
-3.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -1.8% | -2.3% | +0.5% | -0.3% |
| 30D | -3.6% | -5.0% | +1.4% | -0.2% |
| 3M | -2.1% | -4.9% | +2.8% | +1.2% |
| 6M | +1.6% | -1.5% | +3.2% | +2.5% |
| YTD | +7.3% | +8.5% | -1.2% | +1.0% |
| 1Y | +9.7% | +11.4% | -1.7% | +1.2% |
| 3Y | +52.3% | +70.1% | -17.7% | +3.3% |
| All | +56.4% | +59.8% | -3.4% | +9.9% |
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 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