-9.3%
BPRE vs VT
+11.8%
-21.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -2.6% | -0.1% | -2.5% | -2.5% |
| 30D | -5.7% | -3.1% | -2.6% | -4.1% |
| 3M | -1.7% | -3.5% | +1.8% | +0.1% |
| 6M | -22.4% | +0.5% | -22.9% | -22.5% |
| YTD | -11.1% | +10.8% | -21.9% | -20.6% |
| All | -9.3% | +11.8% | -21.1% | -21.4% |
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