-63.0%
BRSP vs VT
+137.8%
-200.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.3% |
| 7D | -3.9% | +2.4% | -6.2% | -7.0% |
| 30D | -13.2% | -1.5% | -11.7% | -11.4% |
| 3M | -32.7% | -4.1% | -28.6% | -28.8% |
| 6M | -40.6% | +0.6% | -41.2% | -41.6% |
| YTD | -36.7% | +11.0% | -47.7% | -46.1% |
| 1Y | -33.2% | +13.3% | -46.6% | -44.8% |
| 3Y | -26.9% | +73.4% | -100.3% | -68.1% |
| 5Y | -40.5% | +57.4% | -98.0% | -69.7% |
| All | -63.0% | +137.8% | -200.8% | -89.8% |
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