+241.1%
BRC vs VT
+345.0%
-103.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +0.3% |
| 7D | -3.9% | -4.2% | +0.3% | +0.1% |
| 30D | -6.0% | -5.8% | -0.2% | -0.4% |
| 3M | -18.4% | -5.2% | -13.2% | -14.2% |
| 6M | -1.3% | +0.1% | -1.5% | -2.1% |
| YTD | +3.0% | +8.2% | -5.2% | -5.7% |
| 1Y | +6.2% | +10.1% | -3.9% | -4.5% |
| 3Y | +55.8% | +69.7% | -13.9% | -10.0% |
| 5Y | +55.1% | +53.4% | +1.7% | -2.4% |
| 10Y | +191.1% | +219.2% | -28.1% | -12.8% |
| All | +241.1% | +345.0% | -103.9% | -24.8% |
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