+168.4%
BUG vs VT
+139.5%
+28.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.7% | +0.4% | -4.1% | -4.1% |
| 30D | +0.3% | +1.0% | -0.6% | -0.5% |
| 3M | +13.4% | +2.4% | +11.1% | +10.9% |
| 6M | +58.9% | +12.0% | +46.9% | +41.8% |
| YTD | +35.8% | +15.3% | +20.5% | +17.7% |
| 1Y | +23.0% | +22.6% | +0.4% | +0.4% |
| 3Y | +64.1% | +74.7% | -10.6% | -4.2% |
| 5Y | +27.4% | +66.1% | -38.7% | -22.2% |
| All | +168.4% | +139.5% | +28.9% | +31.1% |
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