-9.4%
BYFC vs VT
+215.5%
-224.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +1.2% | -2.3% | +3.5% | +2.7% |
| 30D | -0.4% | -5.0% | +4.5% | +3.0% |
| 3M | +9.1% | -4.9% | +14.0% | +12.8% |
| 6M | +25.4% | -1.5% | +26.9% | +26.1% |
| YTD | +56.8% | +8.5% | +48.3% | +46.8% |
| 1Y | +79.0% | +11.4% | +67.6% | +64.3% |
| 3Y | +98.3% | +70.1% | +28.2% | +30.8% |
| 5Y | -48.4% | +53.7% | -102.1% | -63.3% |
| All | -9.4% | +215.5% | -224.9% | -54.9% |
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 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