-16.9%
BULZ vs VT
+60.5%
-77.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.9% | -4.1% | -20.8% | -4.8% |
| 7D | -41.7% | -4.2% | -37.5% | -25.0% |
| 30D | -55.4% | -5.8% | -49.6% | -36.5% |
| 3M | -43.8% | -5.2% | -38.5% | -21.1% |
| 6M | -45.7% | +0.1% | -45.9% | -36.0% |
| YTD | -21.8% | +8.2% | -30.1% | -33.9% |
| 1Y | -32.8% | +10.1% | -43.0% | -46.4% |
| 3Y | +186.6% | +69.7% | +117.0% | -58.3% |
| 5Y | -38.6% | +53.4% | -92.0% | -71.0% |
| All | -16.9% | +60.5% | -77.3% | -67.1% |
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