-23.2%
BYRN vs VT
+69.4%
-92.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.1% | -6.0% | -4.0% |
| 7D | -21.4% | -4.2% | -17.3% | -15.8% |
| 30D | +1.4% | -5.8% | +7.2% | +10.9% |
| 3M | -19.9% | -5.2% | -14.7% | -13.4% |
| 6M | -30.9% | +0.1% | -31.0% | -31.6% |
| YTD | -77.7% | +8.2% | -86.0% | -80.5% |
| 1Y | -79.7% | +10.1% | -89.9% | -82.7% |
| All | -23.2% | +69.4% | -92.6% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling