-25.0%
BBD vs VT
+374.2%
-399.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +6.9% | +0.4% | +6.4% | +6.2% |
| 30D | -0.2% | +1.0% | -1.1% | -1.5% |
| 3M | +4.7% | +2.4% | +2.3% | +0.7% |
| 6M | -7.5% | +12.0% | -19.5% | -21.2% |
| YTD | +8.8% | +15.3% | -6.5% | -11.0% |
| 1Y | +18.1% | +22.6% | -4.5% | -11.5% |
| 3Y | +42.9% | +74.7% | -31.8% | -37.5% |
| 5Y | +12.0% | +66.1% | -54.2% | -49.3% |
| 10Y | -13.1% | +225.0% | -238.1% | -85.4% |
| All | -25.0% | +374.2% | -399.2% | -92.0% |
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