+44.8%
BRW vs VT
+217.6%
-172.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -0.5% | -3.1% | +2.6% | +0.6% |
| 3M | -8.7% | -3.5% | -5.2% | -7.5% |
| 6M | -7.8% | +0.5% | -8.2% | -8.1% |
| YTD | -4.7% | +10.8% | -15.5% | -8.9% |
| 1Y | -6.5% | +11.9% | -18.4% | -11.0% |
| 3Y | +19.4% | +73.0% | -53.6% | -5.3% |
| 5Y | +24.2% | +58.6% | -34.4% | +1.4% |
| 10Y | +44.8% | +219.2% | -174.4% | -11.5% |
| All | +44.8% | +217.6% | -172.8% | -11.5% |
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