+39.2%
BUFD vs VT
+69.4%
-30.1%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.4% |
| 7D | -2.3% | -4.2% | +1.9% | -0.5% |
| 30D | -2.4% | -5.8% | +3.4% | +0.2% |
| 3M | -1.0% | -5.2% | +4.3% | +1.4% |
| 6M | +2.2% | +0.1% | +2.1% | +1.9% |
| YTD | +5.9% | +8.2% | -2.3% | +1.6% |
| 1Y | +7.5% | +10.1% | -2.6% | +2.2% |
| All | +39.2% | +69.4% | -30.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling