-100.0%
BRTX vs VT
+226.9%
-326.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | 0.0% |
| 7D | +1,820.7% | -2.0% | +1,822.7% | +1,806.2% |
| 30D | +1,214.3% | -1.4% | +1,215.7% | +1,206.0% |
| 3M | +626.3% | +4.7% | +621.6% | +627.0% |
| 6M | +869.1% | +11.4% | +857.8% | +877.5% |
| YTD | +134.9% | +13.1% | +121.8% | +137.4% |
| 1Y | +75.8% | +19.0% | +56.8% | +79.4% |
| 3Y | +54.4% | +73.9% | -19.6% | +78.5% |
| 5Y | -80.8% | +65.4% | -146.2% | -80.8% |
| All | -100.0% | +226.9% | -326.8% | -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