-44.5%
BVS vs VT
+76.9%
-121.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.5% |
| 7D | +0.5% | +2.4% | -1.9% | -2.4% |
| 30D | -21.0% | -1.5% | -19.5% | -19.4% |
| 3M | -23.3% | -4.1% | -19.1% | -19.1% |
| 6M | +2.5% | +0.6% | +1.9% | +0.8% |
| YTD | +43.3% | +11.0% | +32.2% | +24.1% |
| 1Y | +40.8% | +13.3% | +27.5% | +18.7% |
| 3Y | +188.1% | +73.4% | +114.7% | +36.3% |
| 5Y | -32.7% | +57.4% | -90.1% | -65.4% |
| All | -44.5% | +76.9% | -121.4% | -74.5% |
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 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