-28.5%
BV vs VT
+66.2%
-94.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +0.7% |
| 30D | +7.2% | +1.0% | +6.2% | +6.0% |
| 3M | -7.0% | +2.4% | -9.4% | -10.0% |
| 6M | -15.2% | +12.0% | -27.2% | -26.0% |
| YTD | -10.3% | +15.3% | -25.7% | -24.3% |
| 1Y | -21.3% | +22.6% | -43.9% | -38.1% |
| 3Y | +36.4% | +74.7% | -38.3% | -28.8% |
| All | -28.5% | +66.2% | -94.7% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling