+8.0%
BULZ vs VT
+65.1%
-57.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +3.1% |
| 7D | +30.0% | +2.9% | +27.1% | +14.1% |
| 30D | -38.8% | -2.5% | -36.3% | -25.8% |
| 3M | -28.0% | -3.3% | -24.7% | -7.6% |
| 6M | -40.5% | +1.5% | -42.1% | -34.4% |
| YTD | +1.6% | +11.4% | -9.8% | -24.6% |
| 1Y | -8.2% | +11.9% | -20.1% | -31.9% |
| 3Y | +232.5% | +73.9% | +158.6% | -56.8% |
| 5Y | -17.7% | +57.9% | -75.6% | -66.1% |
| All | +8.0% | +65.1% | -57.1% | -62.5% |
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