+134.0%
BRT vs VT
+357.8%
-223.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -1.2% | +2.9% | -4.1% | -2.9% |
| 30D | -5.8% | -2.5% | -3.2% | -4.3% |
| 3M | -9.9% | -3.3% | -6.6% | -8.0% |
| 6M | -10.4% | +1.5% | -11.9% | -11.6% |
| YTD | -9.6% | +11.4% | -20.9% | -16.1% |
| 1Y | -6.5% | +11.9% | -18.4% | -13.6% |
| 3Y | -9.6% | +73.9% | -83.4% | -36.6% |
| 5Y | -15.6% | +57.9% | -73.5% | -37.4% |
| 10Y | +178.7% | +222.6% | -44.0% | +44.2% |
| All | +134.0% | +357.8% | -223.8% | -12.9% |
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