-90.8%
BRAG vs VT
+53.2%
-144.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -8.1% |
| 7D | -20.1% | -4.2% | -15.9% | -15.8% |
| 30D | -30.3% | -5.8% | -24.5% | -25.1% |
| 3M | -52.1% | -5.2% | -46.8% | -48.9% |
| 6M | -60.1% | +0.1% | -60.3% | -59.8% |
| YTD | -61.2% | +8.2% | -69.4% | -64.1% |
| 1Y | -61.0% | +10.1% | -71.1% | -64.8% |
| 3Y | -81.9% | +69.7% | -151.6% | -90.2% |
| 5Y | -90.8% | +53.4% | -144.2% | -93.9% |
| All | -90.8% | +53.2% | -144.0% | -93.9% |
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 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