+34.2%
BIB vs VT
+53.4%
-19.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.1% |
| 7D | -2.3% | -2.3% | 0.0% | +2.3% |
| 30D | +9.6% | -5.0% | +14.5% | +20.4% |
| 3M | +14.7% | -4.9% | +19.6% | +26.1% |
| 6M | +36.4% | -1.5% | +37.9% | +40.3% |
| YTD | +47.7% | +8.5% | +39.2% | +28.4% |
| 1Y | +68.0% | +11.4% | +56.6% | +39.5% |
| 3Y | +167.0% | +70.1% | +97.0% | +6.9% |
| All | +34.2% | +53.4% | -19.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling