+96.3%
BXC vs VT
+355.4%
-259.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | -12.6% | -0.1% | -12.5% | -12.0% |
| 30D | -10.4% | -3.1% | -7.3% | -6.9% |
| 3M | -30.6% | -3.5% | -27.1% | -27.4% |
| 6M | +21.1% | +0.5% | +20.6% | +21.6% |
| YTD | +3.2% | +10.8% | -7.5% | -6.0% |
| 1Y | +6.3% | +11.9% | -5.6% | -4.2% |
| 3Y | -20.8% | +73.0% | -93.8% | -54.5% |
| 5Y | -6.7% | +58.6% | -65.3% | -38.4% |
| 10Y | +737.8% | +219.2% | +518.6% | +217.7% |
| All | +96.3% | +355.4% | -259.2% | -8.0% |
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