+27.8%
BSBR vs VT
+462.4%
-434.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.6% | +0.4% | +2.1% | +2.0% |
| 30D | +2.9% | +1.0% | +2.0% | +1.7% |
| 3M | +13.7% | +2.4% | +11.4% | +10.2% |
| 6M | -2.3% | +12.0% | -14.3% | -15.1% |
| YTD | +1.3% | +15.3% | -14.0% | -14.9% |
| 1Y | +18.2% | +22.6% | -4.4% | -8.0% |
| 3Y | +27.3% | +74.7% | -47.4% | -37.8% |
| 5Y | +12.5% | +66.1% | -53.7% | -42.8% |
| 10Y | +57.3% | +225.0% | -167.7% | -66.0% |
| All | +27.8% | +462.4% | -434.6% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling