-12.2%
BULZ vs VT
+60.8%
-73.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +4.5% |
| 7D | -24.4% | -2.3% | -22.1% | -12.7% |
| 30D | -53.5% | -5.0% | -48.6% | -36.6% |
| 3M | -39.5% | -4.9% | -34.7% | -16.7% |
| 6M | -47.7% | -1.5% | -46.1% | -33.3% |
| YTD | -17.4% | +8.5% | -25.9% | -31.0% |
| 1Y | -23.6% | +11.4% | -34.9% | -42.4% |
| 3Y | +199.0% | +70.1% | +128.9% | -57.0% |
| 5Y | -35.1% | +53.7% | -88.9% | -69.7% |
| All | -12.2% | +60.8% | -73.0% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling