+95.6%
BYFC vs VT
+74.4%
+21.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +0.7% | -3.1% | +3.8% | +1.9% |
| 3M | +2.4% | -3.5% | +5.9% | +3.7% |
| 6M | +17.6% | +0.5% | +17.1% | +17.2% |
| YTD | +55.7% | +10.8% | +44.9% | +48.9% |
| 1Y | +80.8% | +11.9% | +69.0% | +72.1% |
| 3Y | +95.6% | +73.0% | +22.6% | -11.9% |
| All | +95.6% | +74.4% | +21.1% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling