+4.9%
BSBR vs VT
+215.5%
-210.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | +5.2% | -2.3% | +7.5% | +8.0% |
| 30D | -20.0% | -5.0% | -15.0% | -15.2% |
| 3M | -18.7% | -4.9% | -13.8% | -13.8% |
| 6M | -19.6% | -1.5% | -18.1% | -18.3% |
| YTD | -20.0% | +8.5% | -28.5% | -27.1% |
| 1Y | -18.6% | +11.4% | -30.0% | -28.2% |
| 3Y | -3.7% | +70.1% | -73.7% | -50.0% |
| 5Y | +0.3% | +53.7% | -53.5% | -41.4% |
| All | +4.9% | +215.5% | -210.6% | -81.5% |
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