-99.7%
BYND vs VT
+142.3%
-242.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.6% | +3.0% |
| 7D | -17.2% | -0.7% | -16.5% | -15.7% |
| 30D | -19.0% | -1.7% | -17.3% | -16.2% |
| 3M | -52.8% | -2.3% | -50.5% | -50.7% |
| 6M | -75.6% | +1.5% | -77.1% | -75.7% |
| YTD | -75.9% | +12.0% | -88.0% | -78.8% |
| 1Y | -83.8% | +12.9% | -96.7% | -85.9% |
| 3Y | -97.1% | +74.9% | -172.1% | -98.7% |
| 5Y | -99.8% | +59.9% | -159.7% | -99.9% |
| All | -99.7% | +142.3% | -242.0% | -99.9% |
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 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