-83.6%
BVC vs VT
+75.1%
-158.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | +9.5% | -4.2% | +13.7% | +10.0% |
| 30D | +35.4% | -5.8% | +41.2% | +36.2% |
| 3M | +49.9% | -5.2% | +55.2% | +50.8% |
| 6M | +48.9% | +0.1% | +48.7% | +49.0% |
| YTD | +42.0% | +8.2% | +33.8% | +41.6% |
| 1Y | +51.3% | +10.1% | +41.2% | +50.7% |
| 3Y | -77.3% | +69.7% | -147.0% | -77.3% |
| 5Y | -71.8% | +53.4% | -125.2% | -70.8% |
| All | -83.6% | +75.1% | -158.7% | -87.0% |
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