-35.4%
BRBR vs VT
+135.5%
-170.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +15.3% | +2.4% | +12.9% | +13.4% |
| 30D | +21.9% | -1.5% | +23.4% | +23.1% |
| 3M | -3.9% | -4.1% | +0.2% | -1.1% |
| 6M | +14.2% | +0.6% | +13.6% | +12.8% |
| YTD | -60.5% | +11.0% | -71.5% | -64.1% |
| 1Y | -60.8% | +13.3% | -74.2% | -65.0% |
| 3Y | -77.4% | +73.4% | -150.8% | -85.5% |
| 5Y | -60.8% | +57.4% | -118.2% | -73.2% |
| All | -35.4% | +135.5% | -170.9% | -66.1% |
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