-80.5%
BORR vs VT
+136.7%
-217.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.1% |
| 7D | +5.6% | +2.4% | +3.2% | +1.3% |
| 30D | -26.9% | -1.5% | -25.4% | -25.3% |
| 3M | -15.3% | -4.1% | -11.2% | -9.5% |
| 6M | -43.6% | +0.6% | -44.1% | -44.9% |
| YTD | -15.1% | +11.0% | -26.2% | -31.0% |
| 1Y | +6.2% | +13.3% | -7.1% | -16.5% |
| 3Y | -38.6% | +73.4% | -112.0% | -76.5% |
| 5Y | +40.9% | +57.4% | -16.6% | -34.8% |
| All | -80.5% | +136.7% | -217.2% | -94.7% |
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