+67.9%
BBC vs VT
+234.9%
-167.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | -0.1% | -1.6% | +1.5% | +2.0% |
| 30D | -3.9% | -2.5% | -1.4% | -0.7% |
| 3M | -12.6% | -1.3% | -11.3% | -11.0% |
| 6M | -2.3% | +3.1% | -5.4% | -5.9% |
| YTD | +11.0% | +10.9% | +0.1% | -2.6% |
| 1Y | +40.7% | +12.1% | +28.6% | +21.8% |
| 3Y | +127.8% | +73.9% | +53.9% | +14.8% |
| 5Y | -7.9% | +58.0% | -65.9% | -46.5% |
| 10Y | +173.2% | +225.5% | -52.3% | -35.4% |
| All | +67.9% | +234.9% | -167.0% | -61.1% |
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