+292.7%
BBP vs VT
+226.7%
+66.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -0.4% |
| 7D | -4.3% | -4.2% | -0.1% | -0.2% |
| 30D | -0.2% | -5.8% | +5.6% | +5.9% |
| 3M | +4.0% | -5.2% | +9.3% | +9.7% |
| 6M | +15.3% | +0.1% | +15.2% | +14.8% |
| YTD | +26.1% | +8.2% | +17.9% | +16.4% |
| 1Y | +35.9% | +10.1% | +25.8% | +23.3% |
| 3Y | +104.4% | +69.7% | +34.7% | +21.5% |
| 5Y | +92.9% | +53.4% | +39.5% | +26.5% |
| 10Y | +249.5% | +219.2% | +30.3% | +6.6% |
| All | +292.7% | +226.7% | +66.0% | +16.8% |
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