+95.2%
BOSC price history and return analytics
+217.6%
-122.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -5.6% | -0.1% | -5.4% | -5.4% |
| 30D | -11.0% | -3.1% | -7.9% | -9.3% |
| 3M | -8.8% | -3.5% | -5.3% | -6.9% |
| 6M | -10.8% | +0.5% | -11.2% | -11.1% |
| YTD | -11.0% | +10.8% | -21.7% | -16.4% |
| 1Y | -19.6% | +11.9% | -31.5% | -24.8% |
| 3Y | +54.4% | +73.0% | -18.6% | +12.8% |
| 5Y | +17.0% | +58.6% | -41.6% | -10.4% |
| 10Y | +95.2% | +219.2% | -124.0% | -17.1% |
| All | +95.2% | +217.6% | -122.5% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling