+40.0%
BBDC vs VT
+224.4%
-184.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | +2.3% | -1.7% | +4.1% | +3.4% |
| 3M | -3.1% | -2.3% | -0.8% | -1.7% |
| 6M | +8.0% | +1.5% | +6.5% | +6.7% |
| YTD | +4.5% | +12.0% | -7.6% | -3.4% |
| 1Y | +10.7% | +12.9% | -2.2% | +1.8% |
| 3Y | +39.2% | +74.9% | -35.8% | -4.7% |
| 5Y | +33.1% | +59.9% | -26.8% | -4.3% |
| 10Y | +40.0% | +224.6% | -184.6% | -39.3% |
| All | +40.0% | +224.4% | -184.3% | -39.3% |
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