-95.9%
BMBL vs VT
+82.8%
-178.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.3% |
| 7D | +8.6% | +1.0% | +7.6% | +6.6% |
| 30D | +2.8% | -0.2% | +3.1% | +3.1% |
| 3M | +2.1% | +4.5% | -2.4% | -6.5% |
| 6M | -4.9% | +14.1% | -19.0% | -28.3% |
| YTD | -18.5% | +14.8% | -33.2% | -39.2% |
| 1Y | -57.0% | +21.2% | -78.1% | -71.0% |
| 3Y | -81.5% | +76.6% | -158.1% | -94.6% |
| 5Y | -94.8% | +66.6% | -161.4% | -98.0% |
| All | -95.9% | +82.8% | -178.6% | -98.8% |
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