+365.6%
BBW vs VT
+374.2%
-8.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -1.4% | +0.4% | -1.9% | -2.0% |
| 30D | -15.5% | +1.0% | -16.5% | -16.6% |
| 3M | -17.0% | +2.4% | -19.4% | -19.6% |
| 6M | -34.8% | +12.0% | -46.8% | -43.2% |
| YTD | -51.3% | +15.3% | -66.7% | -59.0% |
| 1Y | -50.7% | +22.6% | -73.3% | -61.3% |
| 3Y | +17.9% | +74.7% | -56.8% | -37.5% |
| 5Y | +100.9% | +66.1% | +34.7% | +15.8% |
| 10Y | +204.1% | +225.0% | -20.9% | -17.7% |
| All | +365.6% | +374.2% | -8.5% | -13.9% |
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