+22.4%
BBCB vs VT
+163.9%
-141.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.7% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | +2.0% | -5.8% | +7.8% | +2.7% |
| 3M | -1.3% | -5.2% | +3.9% | -0.7% |
| 6M | -1.5% | +0.1% | -1.6% | -1.5% |
| YTD | -1.2% | +8.2% | -9.5% | -2.2% |
| 1Y | -0.6% | +10.1% | -10.7% | -1.8% |
| 3Y | +17.1% | +69.7% | -52.6% | +9.9% |
| 5Y | -2.4% | +53.4% | -55.7% | -8.3% |
| All | +22.4% | +163.9% | -141.5% | +11.4% |
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