-84.6%
BVC vs VT
+79.5%
-164.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | +5.2% | -1.6% | +6.8% | +5.4% |
| 30D | +32.7% | -2.5% | +35.2% | +33.0% |
| 3M | +45.6% | -1.3% | +46.9% | +45.9% |
| 6M | +47.1% | +3.1% | +44.1% | +46.8% |
| YTD | +33.6% | +10.9% | +22.7% | +32.8% |
| 1Y | +41.0% | +12.1% | +29.0% | +40.1% |
| 3Y | -78.6% | +73.9% | -152.5% | -78.7% |
| 5Y | -74.4% | +58.0% | -132.4% | -73.6% |
| All | -84.6% | +79.5% | -164.1% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling