-91.5%
BMBL vs VT
+76.4%
-167.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +1.0% |
| 7D | +0.2% | -0.1% | +0.3% | -0.2% |
| 30D | +135.8% | -3.1% | +138.9% | +147.4% |
| 3M | +119.4% | -3.5% | +122.9% | +131.4% |
| 6M | +65.5% | +0.5% | +65.0% | +61.3% |
| YTD | +67.8% | +10.8% | +57.0% | +32.0% |
| 1Y | +45.7% | +11.9% | +33.8% | +12.6% |
| 3Y | -58.0% | +73.0% | -130.9% | -87.5% |
| 5Y | -87.5% | +58.6% | -146.1% | -94.7% |
| All | -91.5% | +76.4% | -167.9% | -97.3% |
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