-100.0%
BRTX vs VT
+340.1%
-440.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.6% |
| 30D | -10.9% | -1.7% | -9.1% | -10.3% |
| 3M | -62.9% | -2.3% | -60.6% | -62.6% |
| 6M | -61.2% | +1.5% | -62.8% | -61.5% |
| YTD | +32.8% | +12.0% | +20.7% | +28.3% |
| 1Y | +10.6% | +12.9% | -2.2% | +6.9% |
| 3Y | -17.5% | +74.9% | -92.4% | -14.3% |
| 5Y | -79.6% | +59.9% | -139.5% | -80.8% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +340.1% | -440.1% | -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 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