-39.4%
BBD vs VT
+223.7%
-263.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +0.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.4% |
| 30D | -37.6% | -2.6% | -35.0% | -35.8% |
| 3M | -20.3% | -3.2% | -17.0% | -17.2% |
| 6M | -26.7% | +0.9% | -27.6% | -27.8% |
| YTD | -15.8% | +11.3% | -27.1% | -25.7% |
| 1Y | -20.8% | +14.0% | -34.8% | -32.1% |
| 3Y | +7.4% | +75.8% | -68.5% | -46.8% |
| 5Y | +4.3% | +57.8% | -53.5% | -41.2% |
| 10Y | -39.4% | +219.8% | -259.2% | -89.2% |
| All | -39.4% | +223.7% | -263.1% | -89.2% |
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