+200.1%
BSRR vs VT
+217.6%
-17.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | +9.0% | -3.1% | +12.1% | +12.4% |
| 3M | +6.5% | -3.5% | +10.0% | +10.2% |
| 6M | +12.4% | +0.5% | +12.0% | +10.5% |
| YTD | +32.5% | +10.8% | +21.7% | +16.5% |
| 1Y | +48.1% | +11.9% | +36.2% | +28.7% |
| 3Y | +161.0% | +73.0% | +88.1% | +40.4% |
| 5Y | +90.9% | +58.6% | +32.3% | +11.8% |
| 10Y | +200.1% | +219.2% | -19.1% | -13.8% |
| All | +200.1% | +217.6% | -17.6% | -13.8% |
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