+218.2%
BBSI vs VT
+221.4%
-3.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -3.7% | +1.0% | -4.7% | -4.5% |
| 30D | -1.7% | -0.2% | -1.4% | -1.5% |
| 3M | -2.5% | +4.5% | -7.1% | -7.0% |
| 6M | +13.3% | +14.1% | -0.8% | -1.3% |
| YTD | -9.4% | +14.8% | -24.1% | -21.6% |
| 1Y | -30.9% | +21.2% | -52.1% | -43.3% |
| 3Y | +40.6% | +76.6% | -36.0% | -20.7% |
| 5Y | +76.0% | +66.6% | +9.4% | +3.9% |
| 10Y | +218.2% | +222.3% | -4.0% | -9.5% |
| All | +218.2% | +221.4% | -3.2% | -9.5% |
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