-10.6%
BRSL vs VT
+374.2%
-384.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | +0.4% | -2.8% | -2.9% |
| 30D | +2.0% | +1.0% | +1.1% | +0.8% |
| 3M | +0.2% | +2.4% | -2.2% | -3.4% |
| 6M | -11.7% | +12.0% | -23.7% | -24.8% |
| YTD | -22.6% | +15.3% | -37.9% | -36.7% |
| 1Y | -27.4% | +22.6% | -50.0% | -45.5% |
| 3Y | -50.7% | +74.7% | -125.4% | -77.1% |
| 5Y | -20.4% | +66.1% | -86.5% | -58.2% |
| 10Y | -14.4% | +225.0% | -239.4% | -77.5% |
| All | -10.6% | +374.2% | -384.8% | -85.3% |
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