+7.5%
BBAR vs VT
+221.4%
-213.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | -1.3% | +1.0% | -2.3% | -2.7% |
| 30D | -12.8% | -0.2% | -12.6% | -12.6% |
| 3M | -12.7% | +4.5% | -17.3% | -17.8% |
| 6M | +9.1% | +14.1% | -5.0% | -8.7% |
| YTD | -15.9% | +14.8% | -30.7% | -29.7% |
| 1Y | +63.0% | +21.2% | +41.8% | +27.1% |
| 3Y | +271.7% | +76.6% | +195.1% | +77.9% |
| 5Y | +377.9% | +66.6% | +311.3% | +149.8% |
| 10Y | +7.5% | +222.3% | -214.7% | -75.0% |
| All | +7.5% | +221.4% | -213.9% | -75.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling