-42.7%
BVS vs VT
+77.3%
-119.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +0.6% |
| 7D | -16.2% | +0.4% | -16.6% | -16.5% |
| 30D | -15.7% | -2.6% | -13.1% | -12.7% |
| 3M | -22.0% | -3.2% | -18.8% | -18.7% |
| 6M | +4.9% | +0.9% | +4.0% | +2.7% |
| YTD | +48.1% | +11.3% | +36.7% | +27.9% |
| 1Y | +47.9% | +14.0% | +33.9% | +23.8% |
| 3Y | +212.9% | +75.8% | +137.1% | +45.3% |
| 5Y | -33.5% | +57.8% | -91.3% | -65.9% |
| All | -42.7% | +77.3% | -119.9% | -73.7% |
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