+64.4%
BBEM vs VT
+78.7%
-14.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | -0.9% | -0.1% | -0.7% | -0.7% |
| 30D | -8.8% | -3.1% | -5.7% | -5.5% |
| 3M | -6.8% | -3.5% | -3.3% | -3.0% |
| 6M | -10.0% | +0.5% | -10.5% | -9.7% |
| YTD | +10.9% | +10.8% | +0.1% | +1.8% |
| 1Y | +11.4% | +11.9% | -0.5% | +1.4% |
| 3Y | +65.8% | +73.0% | -7.2% | +1.6% |
| All | +64.4% | +78.7% | -14.3% | +1.0% |
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