+202.3%
BRT vs VT
+226.9%
-24.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.3% |
| 7D | -2.9% | -2.0% | -0.9% | -1.2% |
| 30D | +0.9% | -1.4% | +2.3% | +2.2% |
| 3M | -3.3% | +4.7% | -8.0% | -7.6% |
| 6M | +2.1% | +11.4% | -9.2% | -8.2% |
| YTD | +0.4% | +13.1% | -12.7% | -11.3% |
| 1Y | -5.6% | +19.0% | -24.6% | -20.6% |
| 3Y | -5.9% | +73.9% | -79.9% | -44.9% |
| 5Y | -4.1% | +65.4% | -69.5% | -41.5% |
| All | +202.3% | +226.9% | -24.6% | +20.3% |
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 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