+30.8%
BBN vs VT
+223.7%
-192.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +3.7% | -2.6% | +6.3% | +4.4% |
| 3M | -5.0% | -3.2% | -1.8% | -4.2% |
| 6M | -4.3% | +0.9% | -5.2% | -4.6% |
| YTD | -3.1% | +11.3% | -14.4% | -6.1% |
| 1Y | -6.9% | +14.0% | -20.9% | -10.4% |
| 3Y | +19.8% | +75.8% | -56.0% | +1.6% |
| 5Y | -19.5% | +57.8% | -77.3% | -30.4% |
| 10Y | +30.8% | +219.8% | -189.0% | -19.2% |
| All | +30.8% | +223.7% | -192.9% | -19.2% |
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