-71.8%
BRR vs VT
+30.0%
-101.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.5% |
| 7D | +23.8% | -0.1% | +23.9% | +24.1% |
| 30D | +68.2% | -0.7% | +68.9% | +69.4% |
| 3M | +64.4% | +4.0% | +60.4% | +56.0% |
| 6M | +0.7% | +12.3% | -11.6% | -11.9% |
| YTD | -19.0% | +14.0% | -33.0% | -27.6% |
| 1Y | -71.8% | +20.3% | -92.1% | -72.1% |
| All | -71.8% | +30.0% | -101.8% | -55.2% |
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 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