-74.0%
BRZE vs VT
+60.3%
-134.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.1% | +3.9% |
| 7D | -27.0% | -2.0% | -25.0% | -24.0% |
| 30D | -14.0% | -1.4% | -12.6% | -11.4% |
| 3M | +12.0% | +4.7% | +7.3% | +1.6% |
| 6M | +29.8% | +11.4% | +18.5% | +2.4% |
| YTD | -29.2% | +13.1% | -42.3% | -46.4% |
| 1Y | -19.3% | +19.0% | -38.4% | -44.9% |
| 3Y | -50.6% | +73.9% | -124.6% | -84.8% |
| All | -74.0% | +60.3% | -134.3% | -88.7% |
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