+34.5%
BRLN vs VT
+104.7%
-70.2%
-3.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | +0.6% | -1.7% | +2.3% | +0.7% |
| 3M | +1.0% | -2.3% | +3.3% | +1.2% |
| 6M | +1.8% | +1.5% | +0.3% | +1.7% |
| YTD | +2.5% | +12.0% | -9.5% | +1.5% |
| 1Y | +3.4% | +12.9% | -9.4% | +2.3% |
| 3Y | +18.7% | +74.9% | -56.2% | +12.6% |
| All | +34.5% | +104.7% | -70.2% | +25.5% |
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