-21.7%
BRSL vs VT
+346.0%
-367.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | +2.6% | -2.3% | +4.9% | +5.6% |
| 30D | -1.4% | -5.0% | +3.6% | +5.2% |
| 3M | -8.8% | -4.9% | -3.9% | -2.7% |
| 6M | -18.5% | -1.5% | -17.0% | -17.4% |
| YTD | -32.2% | +8.5% | -40.7% | -40.0% |
| 1Y | -36.2% | +11.4% | -47.5% | -45.6% |
| 3Y | -51.0% | +70.1% | -121.0% | -76.5% |
| 5Y | -53.4% | +53.7% | -107.1% | -72.9% |
| 10Y | -36.3% | +220.0% | -256.3% | -82.8% |
| All | -21.7% | +346.0% | -367.7% | -86.1% |
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