+31.1%
BUYW vs VT
+74.0%
-42.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | +2.4% | -1.5% | -0.1% |
| 30D | +0.5% | -1.5% | +2.0% | +1.0% |
| 3M | +1.2% | -4.1% | +5.3% | +2.7% |
| 6M | +4.3% | +0.6% | +3.7% | +3.7% |
| YTD | +7.1% | +11.0% | -3.9% | +1.8% |
| 1Y | +9.2% | +13.3% | -4.1% | +2.8% |
| 3Y | +31.1% | +73.4% | -42.3% | +2.5% |
| All | +31.1% | +74.0% | -42.9% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling