-100.0%
BBLG vs VT
+67.0%
-167.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -2.8% |
| 7D | -10.7% | +0.4% | -11.1% | -11.0% |
| 30D | -29.1% | -2.6% | -26.5% | -27.4% |
| 3M | -64.5% | -3.2% | -61.3% | -63.6% |
| 6M | -74.8% | +0.9% | -75.7% | -75.1% |
| YTD | -77.2% | +11.3% | -88.5% | -79.3% |
| 1Y | -81.1% | +14.0% | -95.1% | -83.2% |
| 3Y | -98.7% | +75.8% | -174.5% | -99.2% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +67.0% | -167.0% | -100.0% |
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 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