+38.6%
BBT vs VT
+215.5%
-177.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.8% |
| 7D | +1.0% | -2.3% | +3.3% | +3.6% |
| 30D | +13.2% | -5.0% | +18.2% | +19.6% |
| 3M | -1.1% | -4.9% | +3.7% | +4.1% |
| 6M | +9.5% | -1.5% | +11.1% | +10.2% |
| YTD | +21.1% | +8.5% | +12.6% | +8.1% |
| 1Y | +23.3% | +11.4% | +11.9% | +6.6% |
| 3Y | +63.3% | +70.1% | -6.8% | -15.9% |
| 5Y | +25.6% | +53.7% | -28.1% | -26.6% |
| All | +38.6% | +215.5% | -177.0% | -64.4% |
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