+25.7%
BB vs VT
+220.7%
-195.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | +11.6% | -0.1% | +11.7% | +12.0% |
| 30D | +2.6% | -3.1% | +5.6% | +8.3% |
| 3M | +3.5% | -3.5% | +7.0% | +10.3% |
| 6M | +43.5% | +0.5% | +43.0% | +45.2% |
| YTD | +141.2% | +10.8% | +130.4% | +110.5% |
| 1Y | +97.4% | +11.9% | +85.5% | +69.4% |
| 3Y | +151.1% | +73.0% | +78.1% | +16.8% |
| 5Y | -12.8% | +58.6% | -71.4% | -52.1% |
| All | +25.7% | +220.7% | -195.0% | -68.5% |
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