-44.1%
BRBR vs VT
+141.9%
-186.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | -12.0% | -1.1% | -10.9% | -11.3% |
| 30D | -15.8% | -1.0% | -14.8% | -15.2% |
| 3M | +2.6% | +3.2% | -0.6% | -0.2% |
| 6M | -48.1% | +12.5% | -60.6% | -53.1% |
| YTD | -65.8% | +14.1% | -79.9% | -69.5% |
| 1Y | -75.5% | +18.9% | -94.4% | -78.9% |
| 3Y | -77.7% | +74.1% | -151.7% | -85.7% |
| 5Y | -72.5% | +66.9% | -139.3% | -81.9% |
| All | -44.1% | +141.9% | -186.0% | -71.2% |
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