+51.0%
BUFR vs VT
+74.1%
-23.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.7% | -2.6% | +0.9% | -0.2% |
| 3M | -0.1% | -3.2% | +3.2% | +1.7% |
| 6M | +3.5% | +0.9% | +2.6% | +2.7% |
| YTD | +8.9% | +11.3% | -2.4% | +1.9% |
| 1Y | +11.1% | +14.0% | -2.9% | +2.5% |
| 3Y | +51.0% | +75.8% | -24.9% | +6.3% |
| All | +51.0% | +74.1% | -23.1% | +6.3% |
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