+18.1%
BR vs VT
+57.5%
-39.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +5.0% | -0.1% | +5.1% | +4.9% |
| 30D | +16.6% | -3.1% | +19.7% | +18.9% |
| 3M | +12.0% | -3.5% | +15.5% | +14.4% |
| 6M | +30.7% | +0.5% | +30.3% | +29.1% |
| YTD | -11.9% | +10.8% | -22.7% | -20.0% |
| 1Y | -11.6% | +11.9% | -23.5% | -20.4% |
| 3Y | +15.0% | +73.0% | -58.0% | -30.9% |
| 5Y | +18.1% | +58.6% | -40.5% | -23.3% |
| All | +18.1% | +57.5% | -39.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling