+46.9%
BRW vs VT
+217.6%
-170.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +0.9% | -3.1% | +4.0% | +2.1% |
| 3M | -7.4% | -3.5% | -3.9% | -6.1% |
| 6M | -6.4% | +0.5% | -6.9% | -6.8% |
| YTD | -3.4% | +10.8% | -14.1% | -7.6% |
| 1Y | -5.2% | +11.9% | -17.1% | -9.7% |
| 3Y | +21.1% | +73.0% | -51.9% | -4.0% |
| 5Y | +26.0% | +58.6% | -32.6% | +2.8% |
| 10Y | +46.9% | +219.2% | -172.3% | -10.3% |
| All | +46.9% | +217.6% | -170.7% | -10.3% |
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