-100.0%
BBLG vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.6% |
| 7D | -12.4% | -2.3% | -10.1% | -10.5% |
| 30D | -31.8% | -5.0% | -26.8% | -28.5% |
| 3M | -63.8% | -4.9% | -58.9% | -62.2% |
| 6M | -75.0% | -1.5% | -73.4% | -74.7% |
| YTD | -77.0% | +8.5% | -85.5% | -78.8% |
| 1Y | -82.6% | +11.4% | -93.9% | -84.3% |
| 3Y | -98.7% | +70.1% | -168.8% | -99.2% |
| All | -100.0% | +53.4% | -153.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling