+219.8%
VT vs BDX
+84.6%
+135.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +0.4% | +8.4% | -8.0% | -2.1% |
| 30D | -2.6% | +17.1% | -19.7% | -7.2% |
| 3M | -3.2% | +22.4% | -25.7% | -9.1% |
| 6M | +0.9% | +45.9% | -45.0% | -10.6% |
| YTD | +11.3% | +43.8% | -32.5% | -1.4% |
| 1Y | +14.0% | +57.8% | -43.8% | -2.1% |
| 3Y | +75.8% | +25.4% | +50.5% | +59.8% |
| 5Y | +57.8% | +26.0% | +31.8% | +41.2% |
| 10Y | +219.8% | +88.0% | +131.8% | +157.0% |
| All | +219.8% | +84.6% | +135.2% | +157.0% |
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