-82.2%
BORR vs VT
+130.7%
-212.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | +0.7% |
| 7D | -23.2% | -4.2% | -19.0% | -17.4% |
| 30D | -25.9% | -5.8% | -20.1% | -18.2% |
| 3M | -19.8% | -5.2% | -14.5% | -12.6% |
| 6M | -47.3% | +0.1% | -47.4% | -48.2% |
| YTD | -22.6% | +8.2% | -30.8% | -34.1% |
| 1Y | +3.0% | +10.1% | -7.2% | -14.8% |
| 3Y | -47.6% | +69.7% | -117.2% | -79.1% |
| 5Y | +35.8% | +53.4% | -17.6% | -34.2% |
| All | -82.2% | +130.7% | -212.9% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling