+159.1%
BIB vs VT
+222.7%
-63.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +3.1% | +0.4% | +2.7% | +2.2% |
| 30D | +17.8% | +1.0% | +16.8% | +15.8% |
| 3M | +44.4% | +2.4% | +42.1% | +37.6% |
| 6M | +39.6% | +12.0% | +27.6% | +13.1% |
| YTD | +50.4% | +15.3% | +35.1% | +15.5% |
| 1Y | +111.0% | +22.6% | +88.4% | +44.8% |
| 3Y | +131.9% | +74.7% | +57.2% | -15.6% |
| 5Y | +13.1% | +66.1% | -53.0% | -52.3% |
| All | +159.1% | +222.7% | -63.6% | -67.0% |
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