-16.7%
BRSL vs VT
+221.4%
-238.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -2.2% |
| 30D | +2.6% | -0.2% | +2.8% | +3.0% |
| 3M | +0.8% | +4.5% | -3.8% | -6.9% |
| 6M | -12.1% | +14.1% | -26.2% | -30.3% |
| YTD | -23.9% | +14.8% | -38.7% | -40.5% |
| 1Y | -29.0% | +21.2% | -50.2% | -49.6% |
| 3Y | -49.1% | +76.6% | -125.7% | -81.5% |
| 5Y | -22.3% | +66.6% | -88.8% | -67.0% |
| 10Y | -16.7% | +222.3% | -239.0% | -83.2% |
| All | -16.7% | +221.4% | -238.2% | -83.2% |
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