+210.5%
BBP vs VT
+223.7%
-13.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -0.2% | -2.6% | +2.4% | +2.4% |
| 3M | +4.1% | -3.2% | +7.4% | +7.5% |
| 6M | +18.5% | +0.9% | +17.5% | +17.1% |
| YTD | +30.8% | +11.3% | +19.5% | +17.7% |
| 1Y | +41.2% | +14.0% | +27.2% | +24.2% |
| 3Y | +123.4% | +75.8% | +47.6% | +30.0% |
| 5Y | +103.3% | +57.8% | +45.5% | +31.1% |
| 10Y | +210.5% | +219.8% | -9.3% | +5.5% |
| All | +210.5% | +223.7% | -13.2% | +5.5% |
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