+268.7%
BR vs VT
+223.7%
+45.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.0% |
| 7D | +4.4% | +0.4% | +4.0% | +3.9% |
| 30D | +16.3% | -2.6% | +18.8% | +18.3% |
| 3M | +16.2% | -3.2% | +19.5% | +18.8% |
| 6M | +30.3% | +0.9% | +29.4% | +28.1% |
| YTD | -12.2% | +11.3% | -23.5% | -21.1% |
| 1Y | -11.3% | +14.0% | -25.3% | -21.9% |
| 3Y | +15.2% | +75.8% | -60.6% | -31.4% |
| 5Y | +18.0% | +57.8% | -39.8% | -22.9% |
| 10Y | +268.7% | +219.8% | +48.9% | +27.1% |
| All | +268.7% | +223.7% | +45.0% | +27.1% |
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 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