-81.5%
BORR vs VT
+131.3%
-212.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.4% |
| 7D | -19.4% | -2.3% | -17.1% | -16.2% |
| 30D | -24.7% | -5.0% | -19.7% | -18.0% |
| 3M | -16.5% | -4.9% | -11.6% | -9.6% |
| 6M | -45.8% | -1.5% | -44.3% | -45.1% |
| YTD | -19.6% | +8.5% | -28.1% | -31.8% |
| 1Y | +0.9% | +11.4% | -10.4% | -18.1% |
| 3Y | -44.2% | +70.1% | -114.3% | -77.9% |
| 5Y | +41.0% | +53.7% | -12.7% | -31.9% |
| All | -81.5% | +131.3% | -212.7% | -94.8% |
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