-20.3%
BBUC vs VT
+83.0%
-103.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.4% | +0.4% | 0.0% | -0.2% |
| 30D | -8.4% | +1.0% | -9.3% | -9.5% |
| 3M | -15.1% | +2.4% | -17.5% | -17.9% |
| 6M | -19.0% | +12.0% | -31.0% | -30.8% |
| YTD | -21.4% | +15.3% | -36.8% | -35.5% |
| 1Y | -16.4% | +22.6% | -39.0% | -36.6% |
| 3Y | +61.4% | +74.7% | -13.3% | -22.1% |
| All | -20.3% | +83.0% | -103.3% | -63.9% |
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