-100.0%
BRTX vs VT
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -2.5% |
| 7D | +1,704.1% | -1.1% | +1,705.2% | +1,704.2% |
| 30D | +1,157.7% | -1.0% | +1,158.6% | +1,158.6% |
| 3M | +610.1% | +3.2% | +607.0% | +614.0% |
| 6M | +859.7% | +12.5% | +847.3% | +875.6% |
| YTD | +127.2% | +14.1% | +113.2% | +131.4% |
| 1Y | +66.9% | +18.9% | +48.0% | +71.2% |
| 3Y | +43.5% | +74.1% | -30.5% | +66.6% |
| 5Y | -81.5% | +66.9% | -148.3% | -81.3% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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