-71.6%
BRBS vs VT
+57.0%
-128.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.5% | +2.4% | -0.8% | -0.2% |
| 30D | +4.1% | -1.5% | +5.6% | +5.2% |
| 3M | +8.0% | -4.1% | +12.1% | +11.1% |
| 6M | +23.9% | +0.6% | +23.3% | +22.5% |
| YTD | +10.7% | +11.0% | -0.3% | +0.9% |
| 1Y | +10.7% | +13.3% | -2.6% | -0.8% |
| 3Y | +92.2% | +73.4% | +18.8% | +22.7% |
| All | -71.6% | +57.0% | -128.6% | -81.4% |
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