+248.0%
BR vs VT
+215.5%
+32.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +6.5% | -2.3% | +8.8% | +8.3% |
| 30D | +18.9% | -5.0% | +23.9% | +23.4% |
| 3M | +16.3% | -4.9% | +21.2% | +20.5% |
| 6M | +26.2% | -1.5% | +27.7% | +26.5% |
| YTD | -13.1% | +8.5% | -21.6% | -20.3% |
| 1Y | -10.5% | +11.4% | -21.8% | -19.8% |
| 3Y | +13.3% | +70.1% | -56.7% | -30.6% |
| 5Y | +19.9% | +53.7% | -33.8% | -20.0% |
| All | +248.0% | +215.5% | +32.5% | +22.9% |
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