-24.2%
BBUC vs VT
+80.9%
-105.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.7% |
| 30D | -7.2% | -0.7% | -6.6% | -6.3% |
| 3M | -17.8% | +4.0% | -21.8% | -22.1% |
| 6M | -18.7% | +12.3% | -31.0% | -30.8% |
| YTD | -25.4% | +14.0% | -39.4% | -37.8% |
| 1Y | -19.3% | +20.3% | -39.6% | -37.3% |
| 3Y | +57.2% | +75.4% | -18.2% | -24.3% |
| All | -24.2% | +80.9% | -105.2% | -65.1% |
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