-98.4%
BZQ vs VT
+224.4%
-322.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | +1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -2.5% |
| 30D | +61.6% | -1.7% | +63.3% | +55.0% |
| 3M | -8.0% | -2.3% | -5.7% | -12.1% |
| 6M | +14.6% | +1.5% | +13.1% | +21.2% |
| YTD | -27.4% | +12.0% | -39.5% | +1.3% |
| 1Y | -26.1% | +12.9% | -38.9% | +5.4% |
| 3Y | -51.6% | +74.9% | -126.6% | +121.8% |
| 5Y | -81.9% | +59.9% | -141.8% | -28.7% |
| 10Y | -98.4% | +224.6% | -323.1% | +68.6% |
| All | -98.4% | +224.4% | -322.8% | +68.6% |
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