-31.3%
BORR vs VT
+75.0%
-106.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.2% |
| 30D | +16.7% | +1.0% | +15.7% | +14.7% |
| 3M | -10.1% | +2.4% | -12.5% | -13.8% |
| 6M | -22.5% | +12.0% | -34.5% | -36.4% |
| YTD | +12.7% | +15.3% | -2.7% | -12.1% |
| 1Y | +50.8% | +22.6% | +28.2% | +6.6% |
| All | -31.3% | +75.0% | -106.3% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling