-98.0%
BAER vs VT
+73.6%
-171.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.6% |
| 7D | -53.6% | -2.3% | -51.2% | -52.7% |
| 30D | -69.5% | -5.0% | -64.6% | -68.6% |
| 3M | -88.4% | -4.9% | -83.5% | -88.1% |
| 6M | -90.2% | -1.5% | -88.7% | -90.1% |
| YTD | -89.3% | +8.5% | -97.8% | -89.5% |
| 1Y | -87.8% | +11.4% | -99.2% | -88.2% |
| 3Y | -96.4% | +70.1% | -166.4% | -96.6% |
| 5Y | -98.0% | +53.7% | -151.7% | -98.1% |
| All | -98.0% | +73.6% | -171.6% | -98.1% |
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