+224.6%
VT vs BDX
+87.0%
+137.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.7% | +2.5% | -3.2% | -1.5% |
| 30D | -1.7% | +13.6% | -15.3% | -5.5% |
| 3M | -2.3% | +18.9% | -21.3% | -7.5% |
| 6M | +1.5% | +51.8% | -50.3% | -11.2% |
| YTD | +12.0% | +43.3% | -31.3% | -0.6% |
| 1Y | +12.9% | +48.0% | -35.1% | -1.0% |
| 3Y | +74.9% | +23.7% | +51.3% | +59.7% |
| 5Y | +59.9% | +24.9% | +35.0% | +43.5% |
| 10Y | +224.6% | +92.2% | +132.4% | +160.8% |
| All | +224.6% | +87.0% | +137.6% | +160.8% |
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