+321.3%
BBVA vs VT
+374.2%
-52.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +0.4% | +1.3% | +1.1% |
| 30D | +5.1% | +1.0% | +4.2% | +3.6% |
| 3M | +29.3% | +2.4% | +26.9% | +24.9% |
| 6M | +38.0% | +12.0% | +26.0% | +17.8% |
| YTD | +30.5% | +15.3% | +15.2% | +7.3% |
| 1Y | +67.9% | +22.6% | +45.3% | +26.2% |
| 3Y | +351.1% | +74.7% | +276.4% | +101.0% |
| 5Y | +509.8% | +66.1% | +443.6% | +194.9% |
| 10Y | +677.1% | +225.0% | +452.1% | +40.8% |
| All | +321.3% | +374.2% | -52.9% | -49.7% |
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