+2.4%
BB vs VO
+193.0%
-190.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.4% |
| 7D | +1.8% | -0.6% | +2.4% | +2.6% |
| 30D | -12.2% | -1.9% | -10.3% | -9.9% |
| 3M | -12.3% | +3.3% | -15.6% | -15.8% |
| 6M | +122.7% | +9.7% | +113.0% | +98.9% |
| YTD | +104.5% | +12.6% | +91.9% | +76.4% |
| 1Y | +106.7% | +13.6% | +93.0% | +76.3% |
| 3Y | +70.0% | +56.8% | +13.1% | -1.6% |
| 5Y | -27.8% | +42.3% | -70.0% | -50.7% |
| 10Y | +2.4% | +199.2% | -196.8% | -67.9% |
| All | +2.4% | +193.0% | -190.6% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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