-94.3%
BRCC vs VT
+70.3%
-164.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | +7.5% | +1.0% | +6.5% | +6.4% |
| 30D | -11.1% | -0.2% | -10.9% | -11.0% |
| 3M | -26.5% | +4.5% | -31.1% | -30.2% |
| 6M | +13.4% | +14.1% | -0.7% | -2.1% |
| YTD | -19.9% | +14.8% | -34.7% | -31.4% |
| 1Y | -44.8% | +21.2% | -66.0% | -55.3% |
| 3Y | -80.0% | +76.6% | -156.5% | -89.1% |
| All | -94.3% | +70.3% | -164.6% | -97.0% |
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