+55.3%
BSBR vs VT
+222.7%
-167.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.6% | +0.4% | +2.1% | +2.1% |
| 30D | +2.9% | +1.0% | +2.0% | +1.8% |
| 3M | +13.7% | +2.4% | +11.4% | +10.4% |
| 6M | -2.3% | +12.0% | -14.3% | -14.6% |
| YTD | +1.3% | +15.3% | -14.0% | -14.2% |
| 1Y | +18.2% | +22.6% | -4.4% | -6.9% |
| 3Y | +27.3% | +74.7% | -47.4% | -36.0% |
| 5Y | +12.5% | +66.1% | -53.7% | -40.5% |
| All | +55.3% | +222.7% | -167.5% | -71.1% |
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