+518.9%
BVFL vs VT
+374.2%
+144.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | +2.1% | +1.0% | +1.2% | +2.0% |
| 3M | +7.4% | +2.4% | +5.0% | +7.1% |
| 6M | +13.6% | +12.0% | +1.6% | +12.3% |
| YTD | +19.0% | +15.3% | +3.6% | +17.3% |
| 1Y | +28.8% | +22.6% | +6.3% | +26.3% |
| 3Y | +122.5% | +74.7% | +47.8% | +111.9% |
| 5Y | +65.2% | +66.1% | -1.0% | +57.6% |
| 10Y | +418.5% | +225.0% | +193.5% | +372.2% |
| All | +518.9% | +374.2% | +144.7% | +358.5% |
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 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