+145.3%
BAR vs VT
+66.2%
+79.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | -1.0% | +2.4% | -3.4% | -1.6% |
| 6M | -13.6% | +12.0% | -25.6% | -15.9% |
| YTD | +2.8% | +15.3% | -12.5% | -0.4% |
| 1Y | +24.8% | +22.6% | +2.2% | +19.6% |
| 3Y | +127.4% | +74.7% | +52.7% | +105.2% |
| All | +145.3% | +66.2% | +79.1% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling