-81.9%
BYRN vs VT
+374.2%
-456.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -21.2% | +1.0% | -22.2% | -21.4% |
| 3M | -41.9% | +2.4% | -44.2% | -42.3% |
| 6M | -71.1% | +12.0% | -83.1% | -72.0% |
| YTD | -78.1% | +15.3% | -93.4% | -79.0% |
| 1Y | -80.6% | +22.6% | -103.2% | -81.7% |
| 3Y | +0.8% | +74.7% | -73.8% | -12.4% |
| 5Y | -87.6% | +66.1% | -153.8% | -89.2% |
| 10Y | +84.0% | +225.0% | -141.0% | +44.3% |
| All | -81.9% | +374.2% | -456.1% | -89.9% |
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