+305.1%
BFOR price history and return analytics
+277.8%
+27.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.4% | -0.1% |
| 7D | -4.8% | -4.2% | -0.7% | -0.4% |
| 30D | -4.0% | -5.8% | +1.8% | +2.3% |
| 3M | -6.9% | -5.2% | -1.6% | -1.5% |
| 6M | +0.7% | +0.1% | +0.6% | +0.2% |
| YTD | +9.8% | +8.2% | +1.5% | +0.4% |
| 1Y | +13.5% | +10.1% | +3.4% | +1.9% |
| 3Y | +64.5% | +69.7% | -5.1% | -6.8% |
| 5Y | +46.3% | +53.4% | -7.1% | -7.3% |
| 10Y | +222.4% | +219.2% | +3.2% | -2.8% |
| All | +305.1% | +277.8% | +27.2% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling