+659.4%
BBVA vs VT
+221.4%
+438.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.0% |
| 30D | +3.3% | -0.2% | +3.6% | +3.6% |
| 3M | +30.9% | +4.5% | +26.4% | +23.7% |
| 6M | +41.7% | +14.1% | +27.6% | +20.1% |
| YTD | +29.6% | +14.8% | +14.8% | +9.5% |
| 1Y | +66.2% | +21.2% | +45.0% | +30.8% |
| 3Y | +367.5% | +76.6% | +290.9% | +124.8% |
| 5Y | +516.4% | +66.6% | +449.8% | +225.1% |
| 10Y | +659.4% | +222.3% | +437.1% | +63.3% |
| All | +659.4% | +221.4% | +438.0% | +63.3% |
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