-99.4%
BYND vs VT
+149.5%
-248.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -14.9% | +0.4% | -15.4% | -15.5% |
| 30D | -35.6% | +1.0% | -36.5% | -36.5% |
| 3M | -50.0% | +2.4% | -52.4% | -51.3% |
| 6M | -50.3% | +12.0% | -62.3% | -56.9% |
| YTD | -52.1% | +15.3% | -67.4% | -60.0% |
| 1Y | -83.3% | +22.6% | -105.9% | -87.5% |
| 3Y | -96.7% | +74.7% | -171.4% | -98.5% |
| 5Y | -99.7% | +66.1% | -165.8% | -99.8% |
| All | -99.4% | +149.5% | -248.9% | -99.8% |
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