-32.0%
BBD vs VT
+217.6%
-249.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | +4.2% | -0.1% | +4.4% | +4.3% |
| 30D | -39.1% | -3.1% | -36.0% | -37.0% |
| 3M | -21.1% | -3.5% | -17.6% | -17.8% |
| 6M | -28.4% | +0.5% | -28.8% | -29.1% |
| YTD | -17.7% | +10.8% | -28.5% | -27.0% |
| 1Y | -24.1% | +11.9% | -36.0% | -33.5% |
| 3Y | +5.3% | +73.0% | -67.7% | -46.7% |
| 5Y | -2.7% | +58.6% | -61.3% | -45.5% |
| 10Y | -32.0% | +219.2% | -251.2% | -86.8% |
| All | -32.0% | +217.6% | -249.6% | -86.8% |
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 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