-40.1%
BRUN vs VT
+36.0%
-76.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.6% | -19.2% | -18.9% |
| 7D | +6.5% | +2.9% | +3.6% | +3.3% |
| 30D | -48.4% | -2.5% | -45.9% | -45.7% |
| 3M | -73.3% | -3.3% | -70.0% | -71.5% |
| 6M | -67.9% | +1.5% | -69.4% | -66.5% |
| YTD | -53.2% | +11.4% | -64.5% | -51.9% |
| 1Y | -53.3% | +11.9% | -65.2% | -52.1% |
| All | -40.1% | +36.0% | -76.1% | -38.5% |
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