-85.5%
BRAG vs VT
+74.4%
-159.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | -23.3% | -0.1% | -23.1% | -23.0% |
| 30D | -40.3% | -3.1% | -37.2% | -38.2% |
| 3M | -58.3% | -3.5% | -54.8% | -56.7% |
| 6M | -67.8% | +0.5% | -68.2% | -67.7% |
| YTD | -67.0% | +10.8% | -77.8% | -69.8% |
| 1Y | -67.3% | +11.9% | -79.2% | -70.5% |
| 3Y | -85.5% | +73.0% | -158.5% | -92.4% |
| All | -85.5% | +74.4% | -159.9% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling