-49.6%
BZ vs VT
+61.9%
-111.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +8.4% |
| 7D | +9.1% | -4.2% | +13.3% | +16.4% |
| 30D | +17.5% | -5.8% | +23.3% | +28.7% |
| 3M | +13.8% | -5.2% | +19.1% | +22.9% |
| 6M | +33.1% | +0.1% | +33.0% | +29.4% |
| YTD | -9.6% | +8.2% | -17.8% | -24.3% |
| 1Y | -12.1% | +10.1% | -22.3% | -28.9% |
| 3Y | +21.9% | +69.7% | -47.7% | -57.0% |
| 5Y | -46.7% | +53.4% | -100.1% | -76.0% |
| All | -49.6% | +61.9% | -111.4% | -79.4% |
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