-10.9%
BYFC vs VT
+224.5%
-235.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.5% | +0.4% | -2.0% | -1.8% |
| 30D | +14.1% | +1.0% | +13.2% | +13.4% |
| 3M | +26.9% | +2.4% | +24.5% | +24.6% |
| 6M | +54.4% | +12.0% | +42.4% | +42.0% |
| YTD | +63.8% | +15.3% | +48.4% | +47.4% |
| 1Y | +51.3% | +22.6% | +28.7% | +30.0% |
| 3Y | +70.2% | +74.7% | -4.4% | +10.7% |
| 5Y | -60.1% | +66.1% | -126.3% | -73.1% |
| All | -10.9% | +224.5% | -235.4% | -58.2% |
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