+6.8%
BBAR vs VT
+223.1%
-216.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.4% | +0.4% | +2.0% | +1.7% |
| 30D | -17.0% | +1.0% | -18.0% | -18.3% |
| 3M | -15.8% | +2.4% | -18.2% | -18.4% |
| 6M | +6.0% | +12.0% | -6.0% | -9.0% |
| YTD | -16.5% | +15.3% | -31.8% | -30.7% |
| 1Y | +20.9% | +22.6% | -1.7% | -7.5% |
| 3Y | +230.9% | +74.7% | +156.2% | +60.6% |
| 5Y | +391.7% | +66.1% | +325.5% | +158.0% |
| All | +6.8% | +223.1% | -216.2% | -75.4% |
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 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