-91.3%
BRLT vs VT
+65.4%
-156.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +0.8% |
| 7D | -13.1% | -0.7% | -12.4% | -12.5% |
| 30D | -13.1% | -1.7% | -11.3% | -11.3% |
| 3M | 0.0% | -2.3% | +2.3% | +2.5% |
| 6M | -4.0% | +1.5% | -5.5% | -7.3% |
| YTD | -24.0% | +12.0% | -36.0% | -36.3% |
| 1Y | -39.0% | +12.9% | -51.9% | -49.2% |
| 3Y | -38.3% | +74.9% | -113.3% | -74.0% |
| 5Y | -89.4% | +59.9% | -149.4% | -93.6% |
| All | -91.3% | +65.4% | -156.6% | -95.1% |
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