+14.1%
BBC vs VT
+66.2%
-52.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.8% | +0.4% | +0.3% | +0.1% |
| 30D | +4.9% | +1.0% | +3.9% | +3.5% |
| 3M | +25.0% | +2.4% | +22.6% | +20.8% |
| 6M | +26.3% | +12.0% | +14.3% | +7.4% |
| YTD | +39.3% | +15.3% | +24.0% | +13.4% |
| 1Y | +132.4% | +22.6% | +109.8% | +73.3% |
| 3Y | +152.4% | +74.7% | +77.7% | +14.3% |
| All | +14.1% | +66.2% | -52.0% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling