+1,934.0%
VRT vs BBWI
+8.0%
+1,926.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | +10.5% | +0.1% | +10.4% | +10.5% |
| 30D | -9.3% | +12.9% | -22.2% | -12.5% |
| 3M | -29.6% | +16.0% | -45.6% | -33.0% |
| 6M | -45.4% | +16.6% | -62.0% | -48.8% |
| YTD | +24.8% | +9.7% | +15.1% | +17.0% |
| 1Y | +23.6% | +1.5% | +22.1% | +16.9% |
| 3Y | +379.7% | -21.4% | +401.0% | +365.7% |
| 5Y | +660.3% | -67.6% | +727.9% | +791.5% |
| All | +1,934.0% | +8.0% | +1,926.0% | +1,394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling