+116.2%
BVFL vs VT
+77.9%
+38.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | +2.1% | +1.0% | +1.2% | +1.7% |
| 3M | +7.4% | +2.4% | +5.0% | +6.2% |
| 6M | +13.6% | +12.0% | +1.6% | +7.8% |
| YTD | +19.0% | +15.3% | +3.6% | +11.1% |
| 1Y | +28.8% | +22.6% | +6.3% | +16.4% |
| All | +116.2% | +77.9% | +38.4% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling