+26.7%
BRW vs VT
+57.4%
-30.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +1.7% | -2.6% | +4.3% | +2.5% |
| 3M | -6.4% | -3.2% | -3.1% | -5.5% |
| 6M | -5.7% | +0.9% | -6.7% | -6.2% |
| YTD | -2.6% | +11.3% | -13.9% | -6.2% |
| 1Y | -3.3% | +14.0% | -17.3% | -7.6% |
| 3Y | +22.2% | +75.8% | -53.6% | +2.0% |
| 5Y | +26.7% | +57.8% | -31.1% | +6.7% |
| All | +26.7% | +57.4% | -30.7% | +6.7% |
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