+179.8%
BBW vs VT
+223.7%
-43.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +3.4% |
| 7D | +7.0% | +0.4% | +6.6% | +6.9% |
| 30D | +23.8% | -2.6% | +26.4% | +27.9% |
| 3M | -13.5% | -3.2% | -10.2% | -10.2% |
| 6M | -16.3% | +0.9% | -17.2% | -17.6% |
| YTD | -47.3% | +11.3% | -58.6% | -53.7% |
| 1Y | -34.1% | +14.0% | -48.1% | -43.8% |
| 3Y | +36.8% | +75.8% | -39.0% | -28.6% |
| 5Y | +128.1% | +57.8% | +70.2% | +36.4% |
| 10Y | +179.8% | +219.8% | -40.0% | -1.6% |
| All | +179.8% | +223.7% | -43.8% | -1.6% |
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