+153.2%
BXC vs VT
+374.2%
-221.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | +12.8% | +1.0% | +11.8% | +11.7% |
| 3M | +58.4% | +2.4% | +56.0% | +54.7% |
| 6M | +27.9% | +12.0% | +15.9% | +14.3% |
| YTD | +33.2% | +15.3% | +17.8% | +15.3% |
| 1Y | -3.5% | +22.6% | -26.1% | -21.8% |
| 3Y | -11.4% | +74.7% | -86.1% | -49.9% |
| 5Y | +39.4% | +66.1% | -26.7% | -12.6% |
| 10Y | +807.0% | +225.0% | +582.0% | +233.4% |
| All | +153.2% | +374.2% | -221.0% | +12.9% |
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