-45.5%
BV vs VT
+147.0%
-192.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.2% |
| 7D | -0.8% | -2.3% | +1.5% | +2.0% |
| 30D | +12.2% | -5.0% | +17.2% | +19.3% |
| 3M | +6.7% | -4.9% | +11.6% | +13.5% |
| 6M | -11.7% | -1.5% | -10.2% | -10.9% |
| YTD | -7.9% | +8.5% | -16.4% | -17.8% |
| 1Y | -1.9% | +11.4% | -13.2% | -15.5% |
| 3Y | +62.5% | +70.1% | -7.5% | -19.7% |
| 5Y | -30.4% | +53.7% | -84.1% | -60.5% |
| All | -45.5% | +147.0% | -192.5% | -83.6% |
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