+137.5%
BB vs VT
+69.7%
+67.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.0% |
| 7D | +3.8% | -2.3% | +6.1% | +8.1% |
| 30D | -0.3% | -5.0% | +4.6% | +9.4% |
| 3M | -0.5% | -4.9% | +4.4% | +9.4% |
| 6M | +45.9% | -1.5% | +47.5% | +52.8% |
| YTD | +130.6% | +8.5% | +122.1% | +105.9% |
| 1Y | +89.2% | +11.4% | +77.8% | +61.0% |
| 3Y | +137.5% | +70.1% | +67.4% | +0.4% |
| All | +137.5% | +69.7% | +67.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling