-93.1%
BRN vs VT
+357.8%
-450.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +1.2% | +2.9% | -1.7% | -0.4% |
| 30D | -8.5% | -2.5% | -6.0% | -7.4% |
| 3M | -10.4% | -3.3% | -7.1% | -9.0% |
| 6M | -23.9% | +1.5% | -25.4% | -25.0% |
| YTD | -22.5% | +11.4% | -33.9% | -27.9% |
| 1Y | -28.9% | +11.9% | -40.8% | -34.0% |
| 3Y | -64.6% | +73.9% | -138.5% | -74.7% |
| 5Y | -66.6% | +57.9% | -124.5% | -75.0% |
| 10Y | -44.7% | +222.6% | -267.4% | -72.4% |
| All | -93.1% | +357.8% | -450.9% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling