+469.7%
BBDC vs VT
+374.2%
+95.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +10.2% | +1.0% | +9.2% | +9.5% |
| 3M | +10.2% | +2.4% | +7.8% | +8.5% |
| 6M | +14.7% | +12.0% | +2.7% | +6.7% |
| YTD | +7.4% | +15.3% | -7.9% | -1.9% |
| 1Y | +7.9% | +22.6% | -14.6% | -5.2% |
| 3Y | +40.9% | +74.7% | -33.8% | -0.9% |
| 5Y | +45.1% | +66.1% | -21.0% | +4.2% |
| 10Y | +32.7% | +225.0% | -192.3% | -38.0% |
| All | +469.7% | +374.2% | +95.5% | +123.0% |
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