-96.3%
BYSI vs VT
+202.5%
-298.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | +2.9% | -0.1% | +3.1% | +3.1% |
| 30D | -20.0% | -0.7% | -19.3% | -19.4% |
| 3M | -63.4% | +4.0% | -67.4% | -64.8% |
| 6M | -57.5% | +12.3% | -69.8% | -61.8% |
| YTD | -61.4% | +14.0% | -75.4% | -66.0% |
| 1Y | -67.6% | +20.3% | -87.9% | -72.7% |
| 3Y | -30.1% | +75.4% | -105.5% | -59.5% |
| 5Y | -97.4% | +66.0% | -163.4% | -98.4% |
| All | -96.3% | +202.5% | -298.7% | -98.7% |
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