+758.5%
BXC vs VT
+223.7%
+534.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +3.2% |
| 7D | -17.2% | +0.4% | -17.6% | -17.3% |
| 30D | -7.9% | -2.6% | -5.3% | -3.6% |
| 3M | -27.5% | -3.2% | -24.3% | -23.1% |
| 6M | +24.4% | +0.9% | +23.4% | +23.6% |
| YTD | +6.1% | +11.3% | -5.2% | -9.0% |
| 1Y | +7.4% | +14.0% | -6.6% | -11.3% |
| 3Y | -17.0% | +75.8% | -92.8% | -65.1% |
| 5Y | -6.9% | +57.8% | -64.7% | -51.2% |
| 10Y | +758.5% | +219.8% | +538.7% | +106.7% |
| All | +758.5% | +223.7% | +534.8% | +106.7% |
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