+380.3%
BBW vs VT
+355.4%
+24.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.9% |
| 30D | +17.9% | -3.1% | +20.9% | +22.4% |
| 3M | -18.5% | -3.5% | -15.0% | -15.2% |
| 6M | -20.3% | +0.5% | -20.8% | -21.1% |
| YTD | -49.8% | +10.8% | -60.6% | -55.6% |
| 1Y | -36.6% | +11.9% | -48.5% | -44.6% |
| 3Y | +28.5% | +73.0% | -44.5% | -31.0% |
| 5Y | +120.0% | +58.6% | +61.4% | +33.7% |
| 10Y | +159.7% | +219.2% | -59.5% | -28.0% |
| All | +380.3% | +355.4% | +24.9% | -6.8% |
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