+131.3%
BUFF vs VT
+224.4%
-93.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | +0.1% | -1.4% | +1.5% | +1.2% |
| 3M | +1.3% | -1.4% | +2.7% | +2.3% |
| 6M | +5.0% | +5.5% | -0.5% | +0.2% |
| YTD | +8.9% | +12.8% | -4.0% | -2.1% |
| 1Y | +10.6% | +15.4% | -4.9% | -2.4% |
| 3Y | +43.1% | +76.9% | -33.8% | -13.7% |
| 5Y | +51.9% | +60.4% | -8.5% | -0.9% |
| 10Y | +136.9% | +232.8% | -95.9% | -27.7% |
| All | +131.3% | +224.4% | -93.2% | -27.4% |
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