+2,826.7%
VRT vs BBWI
-4.6%
+2,831.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.5% |
| 7D | +13.6% | +1.6% | +12.1% | +13.2% |
| 30D | +6.8% | -6.2% | +13.0% | +8.0% |
| 3M | -3.2% | +4.3% | -7.6% | -5.6% |
| 6M | +20.3% | -7.2% | +27.5% | +19.6% |
| YTD | +79.6% | -3.0% | +82.6% | +74.9% |
| 1Y | +139.0% | -30.8% | +169.8% | +151.5% |
| 3Y | +644.6% | -43.4% | +688.0% | +693.0% |
| 5Y | +1,024.4% | -66.7% | +1,091.1% | +1,225.7% |
| All | +2,826.7% | -4.6% | +2,831.3% | +2,135.7% |
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