+74.0%
BRIF vs VT
+34.0%
+40.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +4.1% | +2.9% | +1.2% | +1.4% |
| 30D | -2.4% | -2.5% | +0.1% | -0.1% |
| 3M | -3.5% | -3.3% | -0.2% | -0.4% |
| 6M | +8.6% | +1.5% | +7.1% | +6.9% |
| YTD | +23.5% | +11.4% | +12.1% | +10.9% |
| 1Y | +21.0% | +11.9% | +9.1% | +8.2% |
| All | +74.0% | +34.0% | +40.0% | +29.4% |
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 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