-93.2%
BRN vs VT
+360.7%
-453.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -6.6% | -1.7% | -4.8% | -5.9% |
| 3M | -12.4% | -2.3% | -10.1% | -11.5% |
| 6M | -22.7% | +1.5% | -24.2% | -23.9% |
| YTD | -23.4% | +12.0% | -35.5% | -28.9% |
| 1Y | -30.9% | +12.9% | -43.8% | -36.1% |
| 3Y | -65.0% | +74.9% | -140.0% | -75.1% |
| 5Y | -66.4% | +59.9% | -126.3% | -75.0% |
| 10Y | -45.4% | +224.6% | -270.0% | -72.8% |
| All | -93.2% | +360.7% | -453.8% | -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