+284.5%
BRC vs VT
+374.2%
-89.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.7% |
| 30D | -8.1% | +1.0% | -9.0% | -9.0% |
| 3M | +1.5% | +2.4% | -0.9% | -1.2% |
| 6M | -1.0% | +12.0% | -13.0% | -12.0% |
| YTD | +16.1% | +15.3% | +0.8% | 0.0% |
| 1Y | +10.3% | +22.6% | -12.2% | -10.7% |
| 3Y | +85.1% | +74.7% | +10.4% | +4.0% |
| 5Y | +88.4% | +66.1% | +22.3% | +9.7% |
| 10Y | +220.1% | +225.0% | -4.9% | -5.7% |
| All | +284.5% | +374.2% | -89.7% | -20.2% |
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 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