+278.6%
BR vs VT
+221.8%
+56.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.1% | +2.4% | -1.3% | -0.8% |
| 30D | +14.4% | -1.5% | +15.9% | +15.4% |
| 3M | +12.4% | -4.1% | +16.5% | +15.7% |
| 6M | +35.4% | +0.6% | +34.9% | +33.5% |
| YTD | -12.2% | +11.0% | -23.2% | -20.9% |
| 1Y | -12.7% | +13.3% | -26.1% | -22.9% |
| 3Y | +14.3% | +73.4% | -59.1% | -31.1% |
| 5Y | +19.3% | +57.4% | -38.2% | -22.0% |
| All | +278.6% | +221.8% | +56.8% | +31.8% |
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