-46.6%
BDRY vs VT
+151.4%
-198.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | -0.2% | -1.7% | +1.5% | +0.3% |
| 3M | -1.2% | -2.3% | +1.1% | -0.6% |
| 6M | +7.7% | +1.5% | +6.1% | +6.9% |
| YTD | +55.3% | +12.0% | +43.3% | +48.9% |
| 1Y | +61.8% | +12.9% | +48.9% | +54.6% |
| 3Y | +138.9% | +74.9% | +64.0% | +92.1% |
| 5Y | -37.9% | +59.9% | -97.8% | -48.2% |
| All | -46.6% | +151.4% | -198.1% | -64.3% |
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