+159.4%
BRX vs VT
+266.5%
-107.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -5.7% | +1.0% | -6.7% | -6.7% |
| 3M | -3.0% | +2.4% | -5.4% | -5.9% |
| 6M | -2.7% | +12.0% | -14.7% | -14.2% |
| YTD | +14.9% | +15.3% | -0.5% | -2.0% |
| 1Y | +8.2% | +22.6% | -14.4% | -13.6% |
| 3Y | +51.5% | +74.7% | -23.1% | -17.6% |
| 5Y | +54.1% | +66.1% | -12.0% | -11.4% |
| 10Y | +66.9% | +225.0% | -158.1% | -45.5% |
| All | +159.4% | +266.5% | -107.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling