-40.1%
BRBR vs VT
+143.4%
-183.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.4% |
| 7D | -5.0% | +1.0% | -6.1% | -5.7% |
| 30D | -15.3% | -0.2% | -15.1% | -15.2% |
| 3M | +23.9% | +4.5% | +19.4% | +19.4% |
| 6M | -43.7% | +14.1% | -57.8% | -49.7% |
| YTD | -63.4% | +14.8% | -78.1% | -67.5% |
| 1Y | -72.6% | +21.2% | -93.8% | -76.8% |
| 3Y | -76.0% | +76.6% | -152.5% | -84.7% |
| 5Y | -71.2% | +66.6% | -137.8% | -81.1% |
| All | -40.1% | +143.4% | -183.5% | -69.3% |
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