+213.7%
VT vs BDX
+82.8%
+130.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.3% | +7.1% | -9.4% | -4.3% |
| 30D | -5.0% | +17.6% | -22.6% | -9.6% |
| 3M | -4.9% | +20.4% | -25.2% | -10.2% |
| 6M | -1.5% | +48.3% | -49.8% | -13.4% |
| YTD | +8.5% | +41.6% | -33.1% | -3.4% |
| 1Y | +11.4% | +55.7% | -44.4% | -4.0% |
| 3Y | +70.1% | +10.6% | +59.4% | +61.4% |
| 5Y | +53.7% | +24.0% | +29.7% | +38.2% |
| All | +213.7% | +82.8% | +130.9% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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