+1,917.9%
VRT vs BBWI
+9.9%
+1,908.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.8% | +9.2% |
| 7D | -10.6% | -6.2% | -4.4% | -9.2% |
| 30D | -17.4% | +25.5% | -42.9% | -22.6% |
| 3M | -26.4% | +8.0% | -34.4% | -28.7% |
| 6M | -41.0% | +12.7% | -53.7% | -44.2% |
| YTD | +23.8% | +11.6% | +12.2% | +15.6% |
| 1Y | +11.6% | -0.9% | +12.5% | +6.3% |
| 3Y | +403.5% | -22.7% | +426.2% | +391.4% |
| 5Y | +647.0% | -67.2% | +714.2% | +773.4% |
| All | +1,917.9% | +9.9% | +1,908.0% | +1,377.2% |
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