+1,855.0%
VRT vs BB
-5.3%
+1,860.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -17.7% | +11.6% | -29.3% | -19.7% |
| 30D | -20.0% | +2.6% | -22.6% | -20.6% |
| 3M | -28.1% | +3.5% | -31.6% | -29.2% |
| 6M | -42.8% | +43.5% | -86.3% | -48.5% |
| YTD | +20.0% | +141.2% | -121.2% | -4.3% |
| 1Y | +3.5% | +97.4% | -93.9% | -14.0% |
| 3Y | +366.1% | +151.1% | +215.0% | +254.0% |
| 5Y | +632.2% | -12.8% | +645.0% | +543.2% |
| All | +1,855.0% | -5.3% | +1,860.2% | +1,089.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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