-100.0%
BBLG vs VT
+73.1%
-173.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -7.6% | +0.4% | -8.1% | -8.0% |
| 30D | -42.0% | +1.0% | -43.0% | -42.6% |
| 3M | -54.6% | +2.4% | -56.9% | -55.5% |
| 6M | -54.6% | +12.0% | -66.6% | -59.0% |
| YTD | -60.8% | +15.3% | -76.2% | -65.6% |
| 1Y | -80.1% | +22.6% | -102.7% | -83.4% |
| 3Y | -98.2% | +74.7% | -172.9% | -98.9% |
| All | -100.0% | +73.1% | -173.1% | -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 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