+345.5%
BYD vs VT
+224.4%
+121.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.7% |
| 7D | -0.3% | -0.7% | +0.4% | +0.4% |
| 30D | +11.7% | -1.7% | +13.5% | +14.1% |
| 3M | -5.7% | -2.3% | -3.4% | -3.0% |
| 6M | -5.9% | +1.5% | -7.4% | -9.7% |
| YTD | -8.4% | +12.0% | -20.5% | -25.3% |
| 1Y | -3.8% | +12.9% | -16.7% | -22.6% |
| 3Y | +39.5% | +74.9% | -35.5% | -46.1% |
| 5Y | +30.4% | +59.9% | -29.5% | -40.8% |
| 10Y | +345.5% | +224.6% | +120.9% | -34.0% |
| All | +345.5% | +224.4% | +121.2% | -34.0% |
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 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