-50.0%
BYFC vs VT
+53.4%
-103.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.2% | -2.3% | +3.5% | +2.4% |
| 30D | -0.4% | -5.0% | +4.5% | +2.2% |
| 3M | +9.1% | -4.9% | +14.0% | +12.0% |
| 6M | +25.4% | -1.5% | +26.9% | +26.0% |
| YTD | +56.8% | +8.5% | +48.3% | +48.8% |
| 1Y | +79.0% | +11.4% | +67.6% | +67.1% |
| 3Y | +98.3% | +70.1% | +28.2% | +38.3% |
| All | -50.0% | +53.4% | -103.4% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling