+665.4%
BXC vs VT
+215.5%
+449.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -9.1% |
| 7D | -23.3% | -2.3% | -21.0% | -20.0% |
| 30D | -14.6% | -5.0% | -9.6% | -7.1% |
| 3M | -29.0% | -4.9% | -24.1% | -22.6% |
| 6M | +3.3% | -1.5% | +4.8% | +6.9% |
| YTD | -1.3% | +8.5% | -9.8% | -11.8% |
| 1Y | -1.9% | +11.4% | -13.3% | -15.9% |
| 3Y | -22.3% | +70.1% | -92.3% | -65.5% |
| 5Y | -12.6% | +53.7% | -66.3% | -52.3% |
| All | +665.4% | +215.5% | +449.9% | +97.6% |
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