+112.6%
BAPR vs VT
+138.8%
-26.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | +0.2% |
| 7D | -2.4% | -4.2% | +1.8% | +0.2% |
| 30D | -2.4% | -5.8% | +3.4% | +1.3% |
| 3M | -0.8% | -5.2% | +4.5% | +2.5% |
| 6M | +2.9% | +0.1% | +2.8% | +2.5% |
| YTD | +12.0% | +8.2% | +3.8% | +5.8% |
| 1Y | +13.8% | +10.1% | +3.7% | +6.3% |
| 3Y | +51.4% | +69.7% | -18.2% | +6.6% |
| 5Y | +62.7% | +53.4% | +9.3% | +20.7% |
| All | +112.6% | +138.8% | -26.1% | +17.5% |
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