+110.2%
BAB vs VT
+436.2%
-326.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | +0.4% |
| 30D | -0.3% | -0.2% | 0.0% | -0.3% |
| 3M | -0.5% | +4.5% | -5.1% | -0.4% |
| 6M | -1.9% | +14.1% | -16.0% | -1.6% |
| YTD | -0.7% | +14.8% | -15.4% | -0.3% |
| 1Y | 0.0% | +21.2% | -21.2% | +0.6% |
| 3Y | +14.5% | +76.6% | -62.1% | +16.7% |
| 5Y | -5.7% | +66.6% | -72.3% | -4.4% |
| 10Y | +19.9% | +222.3% | -202.4% | +29.2% |
| All | +110.2% | +436.2% | -326.0% | +149.9% |
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