+322.1%
BBP vs VT
+248.2%
+73.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | +0.4% | +1.8% | +1.8% |
| 30D | +11.8% | +1.0% | +10.8% | +10.8% |
| 3M | +25.1% | +2.4% | +22.7% | +21.8% |
| 6M | +29.5% | +12.0% | +17.5% | +15.5% |
| YTD | +35.6% | +15.3% | +20.2% | +17.5% |
| 1Y | +56.3% | +22.6% | +33.8% | +27.6% |
| 3Y | +101.3% | +74.7% | +26.7% | +16.2% |
| 5Y | +104.5% | +66.1% | +38.4% | +23.9% |
| 10Y | +257.5% | +225.0% | +32.5% | +7.7% |
| All | +322.1% | +248.2% | +73.9% | +17.9% |
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