-91.5%
BMBL vs VT
+76.9%
-168.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.2% |
| 7D | +0.3% | +2.4% | -2.0% | -4.0% |
| 30D | +0.3% | -1.5% | +1.8% | +2.2% |
| 3M | +120.2% | -4.1% | +124.3% | +135.1% |
| 6M | +76.2% | +0.6% | +75.6% | +71.5% |
| YTD | +67.8% | +11.0% | +56.8% | +31.4% |
| 1Y | +60.2% | +13.3% | +46.8% | +20.6% |
| 3Y | -56.9% | +73.4% | -130.3% | -87.3% |
| 5Y | -83.6% | +57.4% | -141.0% | -93.0% |
| All | -91.5% | +76.9% | -168.3% | -97.4% |
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