+25.1%
BSBR vs VT
+217.6%
-192.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | +10.5% | -0.1% | +10.7% | +10.7% |
| 30D | -13.8% | -3.1% | -10.7% | -10.6% |
| 3M | -13.0% | -3.5% | -9.5% | -9.2% |
| 6M | -12.2% | +0.5% | -12.7% | -12.8% |
| YTD | -14.8% | +10.8% | -25.6% | -24.3% |
| 1Y | -15.4% | +11.9% | -27.2% | -25.6% |
| 3Y | -4.0% | +73.0% | -77.0% | -51.1% |
| 5Y | +4.6% | +58.6% | -54.1% | -41.2% |
| 10Y | +25.1% | +219.2% | -194.1% | -76.7% |
| All | +25.1% | +217.6% | -192.6% | -76.7% |
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 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