+0.1%
BB vs VT
+224.5%
-224.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.6% | +0.4% | -6.1% | -6.3% |
| 30D | -11.8% | +1.0% | -12.8% | -12.9% |
| 3M | -25.5% | +2.4% | -27.9% | -27.5% |
| 6M | +121.3% | +12.0% | +109.3% | +88.5% |
| YTD | +103.2% | +15.3% | +87.8% | +65.5% |
| 1Y | +102.6% | +22.6% | +80.0% | +50.9% |
| 3Y | +37.5% | +74.7% | -37.2% | -37.3% |
| 5Y | -30.4% | +66.1% | -96.6% | -64.4% |
| All | +0.1% | +224.5% | -224.3% | -76.0% |
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