+335.2%
BBAR vs VT
+346.0%
-10.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | -8.7% | -2.3% | -6.4% | -6.3% |
| 30D | -18.3% | -5.0% | -13.3% | -13.4% |
| 3M | -39.1% | -4.9% | -34.2% | -35.6% |
| 6M | -31.5% | -1.5% | -30.0% | -29.9% |
| YTD | -40.3% | +8.5% | -48.8% | -44.7% |
| 1Y | -34.3% | +11.4% | -45.7% | -40.9% |
| 3Y | +197.8% | +70.1% | +127.7% | +72.4% |
| 5Y | +289.9% | +53.7% | +236.2% | +153.0% |
| 10Y | -17.3% | +220.0% | -237.3% | -73.0% |
| All | +335.2% | +346.0% | -10.8% | +12.4% |
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 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