+72.5%
BUSA vs VT
+83.5%
-11.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -2.0% | -1.1% | -0.9% | -1.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.1% |
| 3M | +4.7% | +3.2% | +1.6% | +2.3% |
| 6M | +11.5% | +12.5% | -1.0% | +1.6% |
| YTD | +14.6% | +14.1% | +0.5% | +3.2% |
| 1Y | +20.4% | +18.9% | +1.5% | +4.9% |
| All | +72.5% | +83.5% | -11.0% | +5.9% |
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