+109.7%
BAB vs VT
+427.2%
-317.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +3.3% | -1.4% | +4.7% | +3.2% |
| 3M | -0.7% | -1.4% | +0.7% | -0.7% |
| 6M | -0.7% | +5.5% | -6.2% | -0.6% |
| YTD | -0.9% | +12.8% | -13.7% | -0.6% |
| 1Y | -0.7% | +15.4% | -16.1% | -0.3% |
| 3Y | +16.4% | +76.9% | -60.5% | +18.6% |
| 5Y | -5.2% | +60.4% | -65.6% | -4.1% |
| 10Y | +21.7% | +232.8% | -211.1% | +32.1% |
| All | +109.7% | +427.2% | -317.5% | +149.3% |
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