-99.5%
BERZ vs VT
+67.3%
-166.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +9.0% |
| 7D | +31.6% | -0.3% | +31.9% | +30.8% |
| 30D | +48.2% | -1.4% | +49.6% | +41.8% |
| 3M | +13.5% | -1.4% | +14.9% | +11.5% |
| 6M | -24.2% | +5.5% | -29.7% | +18.4% |
| YTD | -57.9% | +12.8% | -70.7% | +0.3% |
| 1Y | -59.0% | +15.4% | -74.4% | +14.0% |
| 3Y | -98.1% | +76.9% | -174.9% | -15.5% |
| 5Y | -99.3% | +60.4% | -159.7% | -46.0% |
| All | -99.5% | +67.3% | -166.8% | -56.8% |
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 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