-91.5%
BRAG vs VT
+154.0%
-245.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.7% |
| 7D | -12.9% | -0.3% | -12.6% | -12.6% |
| 30D | -19.7% | -1.4% | -18.2% | -18.5% |
| 3M | -44.5% | -1.4% | -43.1% | -43.8% |
| 6M | -55.8% | +5.5% | -61.3% | -57.7% |
| YTD | -55.6% | +12.8% | -68.5% | -59.9% |
| 1Y | -57.1% | +15.4% | -72.5% | -62.1% |
| 3Y | -79.3% | +76.9% | -156.2% | -87.3% |
| 5Y | -89.3% | +60.4% | -149.7% | -92.9% |
| All | -91.5% | +154.0% | -245.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling