+161.7%
BRT vs VT
+374.2%
-212.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +1.2% | +1.0% | +0.2% | +0.6% |
| 3M | +1.7% | +2.4% | -0.7% | -0.2% |
| 6M | +0.2% | +12.0% | -11.8% | -7.2% |
| YTD | +1.1% | +15.3% | -14.2% | -8.1% |
| 1Y | -2.8% | +22.6% | -25.4% | -15.1% |
| 3Y | -6.6% | +74.7% | -81.3% | -34.7% |
| 5Y | -7.6% | +66.1% | -73.8% | -33.5% |
| 10Y | +216.4% | +225.0% | -8.6% | +62.2% |
| All | +161.7% | +374.2% | -212.5% | -4.6% |
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