-41.3%
BRSL vs VT
+222.7%
-263.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.7% |
| 7D | -3.3% | +2.9% | -6.2% | -7.7% |
| 30D | -2.7% | -2.5% | -0.2% | +1.1% |
| 3M | -12.6% | -3.3% | -9.3% | -7.9% |
| 6M | -12.6% | +1.5% | -14.1% | -15.8% |
| YTD | -33.6% | +11.4% | -45.0% | -45.8% |
| 1Y | -37.4% | +11.9% | -49.3% | -49.4% |
| 3Y | -49.7% | +73.9% | -123.5% | -81.6% |
| 5Y | -52.2% | +57.9% | -110.1% | -78.0% |
| All | -41.3% | +222.7% | -263.9% | -88.8% |
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