-81.0%
BYFC vs VT
+363.9%
-444.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +0.1% | -1.4% | +1.5% | +0.6% |
| 3M | +7.8% | -1.4% | +9.2% | +8.3% |
| 6M | +36.4% | +5.5% | +30.9% | +33.7% |
| YTD | +57.0% | +12.8% | +44.2% | +50.2% |
| 1Y | +84.4% | +15.4% | +69.0% | +75.0% |
| 3Y | +98.3% | +76.9% | +21.4% | +61.8% |
| 5Y | -49.0% | +60.4% | -109.4% | -57.2% |
| 10Y | -9.2% | +232.8% | -242.0% | -35.0% |
| All | -81.0% | +363.9% | -444.9% | -85.6% |
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