-99.5%
BIRD vs VT
+63.7%
-163.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -1.7% |
| 7D | -3.2% | -1.1% | -2.1% | -0.7% |
| 30D | +9.0% | -1.0% | +10.0% | +12.0% |
| 3M | -28.1% | +3.2% | -31.2% | -33.1% |
| 6M | -13.3% | +12.5% | -25.8% | -34.1% |
| YTD | -31.9% | +14.1% | -46.0% | -49.8% |
| 1Y | -54.3% | +18.9% | -73.2% | -69.4% |
| 3Y | -89.5% | +74.1% | -163.6% | -96.8% |
| All | -99.5% | +63.7% | -163.2% | -99.8% |
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