+557.3%
BYD vs VT
+374.2%
+183.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | +0.4% | -2.3% | -2.5% |
| 30D | -7.5% | +1.0% | -8.4% | -8.9% |
| 3M | -11.5% | +2.4% | -13.9% | -15.5% |
| 6M | -4.6% | +12.0% | -16.6% | -21.3% |
| YTD | -8.0% | +15.3% | -23.4% | -27.7% |
| 1Y | -9.0% | +22.6% | -31.5% | -35.2% |
| 3Y | +18.9% | +74.7% | -55.8% | -52.1% |
| 5Y | +34.7% | +66.1% | -31.5% | -41.4% |
| 10Y | +325.3% | +225.0% | +100.3% | -25.9% |
| All | +557.3% | +374.2% | +183.1% | -14.0% |
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