+518.6%
BVFL vs VT
+346.0%
+172.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | -1.3% | -5.0% | +3.6% | -0.8% |
| 3M | +1.2% | -4.9% | +6.1% | +1.7% |
| 6M | +11.6% | -1.5% | +13.1% | +11.7% |
| YTD | +18.9% | +8.5% | +10.4% | +17.9% |
| 1Y | +28.5% | +11.4% | +17.1% | +27.1% |
| 3Y | +107.6% | +70.1% | +37.5% | +98.5% |
| 5Y | +61.3% | +53.7% | +7.6% | +55.0% |
| 10Y | +414.2% | +220.0% | +194.3% | +369.3% |
| All | +518.6% | +346.0% | +172.6% | +360.9% |
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