+51.2%
BBT vs VT
+221.4%
-170.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | +3.5% | +1.0% | +2.4% | +2.3% |
| 30D | +0.8% | -0.2% | +1.0% | +1.0% |
| 3M | +9.0% | +4.5% | +4.4% | +3.1% |
| 6M | +10.8% | +14.1% | -3.2% | -6.0% |
| YTD | +23.1% | +14.8% | +8.4% | +3.7% |
| 1Y | +22.5% | +21.2% | +1.3% | -3.6% |
| 3Y | +72.4% | +76.6% | -4.2% | -14.0% |
| 5Y | +47.3% | +66.6% | -19.3% | -21.1% |
| 10Y | +51.2% | +222.3% | -171.1% | -61.0% |
| All | +51.2% | +221.4% | -170.2% | -61.0% |
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