-11.7%
BBC vs VT
+53.2%
-64.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.6% | -0.8% |
| 7D | -7.2% | -4.2% | -3.0% | -1.3% |
| 30D | -5.8% | -5.8% | 0.0% | +2.8% |
| 3M | -20.4% | -5.2% | -15.2% | -13.9% |
| 6M | -9.3% | +0.1% | -9.4% | -9.4% |
| YTD | +5.6% | +8.2% | -2.6% | -5.7% |
| 1Y | +38.3% | +10.1% | +28.2% | +20.5% |
| 3Y | +116.7% | +69.7% | +47.0% | +2.2% |
| 5Y | -11.7% | +53.4% | -65.1% | -49.8% |
| All | -11.7% | +53.2% | -64.9% | -49.8% |
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