+108.8%
BBH vs VT
+221.4%
-112.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | -3.0% | +1.0% | -4.0% | -3.8% |
| 30D | +7.3% | -0.2% | +7.5% | +7.5% |
| 3M | +24.9% | +4.5% | +20.3% | +20.0% |
| 6M | +23.0% | +14.1% | +8.9% | +9.3% |
| YTD | +22.8% | +14.8% | +8.0% | +8.5% |
| 1Y | +39.1% | +21.2% | +17.9% | +17.1% |
| 3Y | +47.6% | +76.6% | -28.9% | -10.9% |
| 5Y | +9.6% | +66.6% | -57.0% | -30.6% |
| 10Y | +108.8% | +222.3% | -113.5% | -28.4% |
| All | +108.8% | +221.4% | -112.7% | -28.4% |
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