+23.8%
BB vs VT
+215.5%
-191.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.1% |
| 7D | +3.8% | -2.3% | +6.1% | +7.6% |
| 30D | -0.3% | -5.0% | +4.6% | +8.4% |
| 3M | -0.5% | -4.9% | +4.4% | +8.3% |
| 6M | +45.9% | -1.5% | +47.5% | +52.0% |
| YTD | +130.6% | +8.5% | +122.1% | +107.6% |
| 1Y | +89.2% | +11.4% | +77.8% | +63.3% |
| 3Y | +137.5% | +70.1% | +67.4% | +13.4% |
| 5Y | -20.9% | +53.7% | -74.6% | -54.5% |
| All | +23.8% | +215.5% | -191.7% | -67.1% |
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