+418.9%
BVFL vs VT
+221.4%
+197.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +9.7% | +4.5% | +5.2% | +9.1% |
| 6M | +12.6% | +14.1% | -1.4% | +10.8% |
| YTD | +18.1% | +14.8% | +3.4% | +16.2% |
| 1Y | +28.1% | +21.2% | +6.9% | +25.2% |
| 3Y | +115.2% | +76.6% | +38.6% | +104.9% |
| 5Y | +64.0% | +66.6% | -2.6% | +56.3% |
| 10Y | +418.9% | +222.3% | +196.6% | +431.1% |
| All | +418.9% | +221.4% | +197.4% | +431.1% |
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