+377.4%
VT vs BDX
+321.0%
+56.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +0.4% | -2.5% | +3.0% | +1.6% |
| 30D | +1.0% | +8.3% | -7.3% | -2.7% |
| 3M | +2.4% | +24.4% | -22.0% | -7.8% |
| 6M | +12.0% | +9.2% | +2.8% | +6.7% |
| YTD | +15.3% | +22.7% | -7.4% | +3.6% |
| 1Y | +22.6% | +25.9% | -3.3% | +8.5% |
| 3Y | +74.7% | -10.5% | +85.1% | +77.0% |
| 5Y | +66.1% | +1.9% | +64.2% | +54.3% |
| 10Y | +225.0% | +58.7% | +166.3% | +110.9% |
| All | +377.4% | +321.0% | +56.4% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling