+83.8%
BUFR vs VT
+110.1%
-26.3%
-13.7%
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% | 0.0% |
| 7D | -1.9% | -2.3% | +0.4% | -0.5% |
| 30D | -3.1% | -5.0% | +1.8% | -0.2% |
| 3M | -1.5% | -4.9% | +3.4% | +1.5% |
| 6M | +2.0% | -1.5% | +3.5% | +2.7% |
| YTD | +7.1% | +8.5% | -1.4% | +1.5% |
| 1Y | +9.4% | +11.4% | -2.0% | +2.0% |
| 3Y | +47.7% | +70.1% | -22.4% | +5.6% |
| 5Y | +54.1% | +53.7% | +0.4% | +14.6% |
| All | +83.8% | +110.1% | -26.3% | +13.8% |
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 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