-93.7%
BRCC vs VT
+64.4%
-158.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +1.1% | -3.1% | +4.2% | +4.0% |
| 3M | +13.4% | -3.5% | +16.9% | +16.9% |
| 6M | -24.6% | +0.5% | -25.1% | -26.0% |
| YTD | -11.7% | +10.8% | -22.5% | -22.0% |
| 1Y | -22.2% | +11.9% | -34.1% | -32.0% |
| 3Y | -69.8% | +73.0% | -142.8% | -83.4% |
| All | -93.7% | +64.4% | -158.1% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling