+188.4%
BIBL vs VT
+167.7%
+20.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +1.5% | +1.0% | +0.5% | +0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.2% |
| 3M | +2.1% | +4.5% | -2.4% | -2.7% |
| 6M | +16.4% | +14.1% | +2.3% | +0.7% |
| YTD | +23.6% | +14.8% | +8.8% | +6.3% |
| 1Y | +29.4% | +21.2% | +8.3% | +4.9% |
| 3Y | +75.1% | +76.6% | -1.4% | -5.6% |
| 5Y | +51.4% | +66.6% | -15.2% | -12.5% |
| All | +188.4% | +167.7% | +20.7% | +1.8% |
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