-93.2%
BB vs VT
+345.0%
-438.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +0.2% |
| 7D | -8.9% | -4.2% | -4.8% | -4.1% |
| 30D | -12.6% | -5.8% | -6.8% | -5.8% |
| 3M | -4.1% | -5.2% | +1.1% | +2.8% |
| 6M | +49.5% | +0.1% | +49.3% | +51.8% |
| YTD | +120.8% | +8.2% | +112.6% | +104.9% |
| 1Y | +76.2% | +10.1% | +66.1% | +60.1% |
| 3Y | +123.8% | +69.7% | +54.1% | +29.2% |
| 5Y | -24.3% | +53.4% | -77.6% | -48.7% |
| 10Y | +20.1% | +219.2% | -199.1% | -58.3% |
| All | -93.2% | +345.0% | -438.2% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling