+85.1%
BBEM vs VT
+86.1%
-1.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.1% | +0.4% | +1.6% | +1.6% |
| 30D | +4.0% | +1.0% | +3.1% | +3.0% |
| 3M | -0.5% | +2.4% | -2.9% | -2.6% |
| 6M | +16.4% | +12.0% | +4.3% | +4.7% |
| YTD | +24.8% | +15.3% | +9.5% | +9.6% |
| 1Y | +38.7% | +22.6% | +16.1% | +15.4% |
| 3Y | +80.3% | +74.7% | +5.6% | +8.5% |
| All | +85.1% | +86.1% | -1.0% | +8.7% |
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