+38.9%
BRW vs VT
+66.2%
-27.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | -1.0% | -0.2% | -0.8% | -0.9% |
| 3M | -0.2% | +4.5% | -4.8% | -1.7% |
| 6M | +7.3% | +14.1% | -6.8% | +2.7% |
| YTD | +3.0% | +14.8% | -11.8% | -1.6% |
| 1Y | -8.5% | +21.2% | -29.7% | -14.1% |
| 3Y | +26.7% | +76.6% | -49.9% | +5.6% |
| 5Y | +38.9% | +66.6% | -27.7% | +15.9% |
| All | +38.9% | +66.2% | -27.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling