-80.2%
BYFC vs VT
+374.2%
-454.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +14.1% | +1.0% | +13.2% | +13.8% |
| 3M | +26.9% | +2.4% | +24.5% | +25.8% |
| 6M | +54.4% | +12.0% | +42.4% | +48.2% |
| YTD | +63.8% | +15.3% | +48.4% | +55.6% |
| 1Y | +51.3% | +22.6% | +28.7% | +40.6% |
| 3Y | +70.2% | +74.7% | -4.4% | +39.4% |
| 5Y | -60.1% | +66.1% | -126.3% | -66.9% |
| 10Y | -11.4% | +225.0% | -236.4% | -36.6% |
| All | -80.2% | +374.2% | -454.4% | -85.1% |
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