-93.0%
BRAG vs VT
+144.3%
-237.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -6.0% |
| 7D | -19.2% | -2.3% | -16.8% | -17.1% |
| 30D | -32.3% | -5.0% | -27.4% | -28.9% |
| 3M | -52.9% | -4.9% | -48.0% | -50.6% |
| 6M | -63.4% | -1.5% | -61.9% | -62.7% |
| YTD | -63.4% | +8.5% | -71.9% | -65.7% |
| 1Y | -63.1% | +11.4% | -74.5% | -66.3% |
| 3Y | -83.0% | +70.1% | -153.1% | -89.2% |
| 5Y | -91.4% | +53.7% | -145.1% | -94.0% |
| All | -93.0% | +144.3% | -237.3% | -96.3% |
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 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