+123.4%
VRT vs BBWI
-34.3%
+157.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.5% | +4.1% |
| 7D | +9.1% | +1.5% | +7.6% | +9.0% |
| 30D | +0.9% | -5.2% | +6.1% | +1.4% |
| 3M | -13.4% | +11.1% | -24.5% | -15.1% |
| 6M | +11.7% | -13.4% | +25.1% | +13.9% |
| YTD | +73.2% | +0.1% | +73.1% | +71.0% |
| 1Y | +123.4% | -36.1% | +159.5% | +141.1% |
| All | +123.4% | -34.3% | +157.7% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling