+195.5%
BAR vs VT
+171.4%
+24.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -4.5% | -1.7% | -2.7% | -4.2% |
| 3M | -8.9% | -2.3% | -6.6% | -8.5% |
| 6M | -15.9% | +1.5% | -17.4% | -16.1% |
| YTD | -7.7% | +12.0% | -19.8% | -9.1% |
| 1Y | -3.6% | +12.9% | -16.5% | -5.2% |
| 3Y | +104.8% | +74.9% | +29.8% | +91.2% |
| 5Y | +112.2% | +59.9% | +52.3% | +98.3% |
| All | +195.5% | +171.4% | +24.0% | +183.0% |
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