+32.4%
BORR vs VT
+53.4%
-21.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.5% |
| 7D | -19.4% | -2.3% | -17.1% | -16.8% |
| 30D | -24.7% | -5.0% | -19.7% | -19.3% |
| 3M | -16.5% | -4.9% | -11.6% | -10.8% |
| 6M | -45.8% | -1.5% | -44.3% | -45.1% |
| YTD | -19.6% | +8.5% | -28.1% | -29.6% |
| 1Y | +0.9% | +11.4% | -10.4% | -14.7% |
| 3Y | -44.2% | +70.1% | -114.3% | -72.5% |
| All | +32.4% | +53.4% | -21.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling