+91.5%
BYRN vs VT
+215.5%
-124.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -10.9% | -2.3% | -8.6% | -9.6% |
| 30D | -5.4% | -5.0% | -0.5% | -2.7% |
| 3M | -12.2% | -4.9% | -7.3% | -9.7% |
| 6M | -30.5% | -1.5% | -28.9% | -29.8% |
| YTD | -77.2% | +8.5% | -85.7% | -78.0% |
| 1Y | -77.9% | +11.4% | -89.3% | -79.0% |
| 3Y | -21.4% | +70.1% | -91.4% | -35.6% |
| 5Y | -74.7% | +53.7% | -128.4% | -79.5% |
| All | +91.5% | +215.5% | -124.0% | +38.0% |
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