+5.4%
BSBR vs VT
+58.5%
-53.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +3.0% |
| 7D | +6.1% | +2.9% | +3.2% | +3.7% |
| 30D | -11.4% | -2.5% | -8.9% | -9.6% |
| 3M | -11.4% | -3.3% | -8.1% | -8.9% |
| 6M | -8.1% | +1.5% | -9.7% | -9.2% |
| YTD | -13.4% | +11.4% | -24.8% | -20.2% |
| 1Y | -16.3% | +11.9% | -28.2% | -23.2% |
| 3Y | -2.5% | +73.9% | -76.4% | -35.9% |
| 5Y | +5.4% | +57.9% | -52.5% | -26.5% |
| All | +5.4% | +58.5% | -53.1% | -26.5% |
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 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