+355.9%
BYD vs VT
+223.7%
+132.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -2.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.1% |
| 30D | +13.0% | -2.6% | +15.6% | +16.9% |
| 3M | -6.4% | -3.2% | -3.2% | -2.3% |
| 6M | -8.6% | +0.9% | -9.6% | -11.6% |
| YTD | -8.0% | +11.3% | -19.3% | -24.2% |
| 1Y | -3.3% | +14.0% | -17.3% | -23.4% |
| 3Y | +42.2% | +75.8% | -33.7% | -45.6% |
| 5Y | +28.1% | +57.8% | -29.8% | -40.5% |
| 10Y | +355.9% | +219.8% | +136.1% | -27.7% |
| All | +355.9% | +223.7% | +132.2% | -27.7% |
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