+611.0%
VRT vs BBWI
-42.5%
+653.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.5% | +3.8% |
| 7D | +9.1% | +1.5% | +7.6% | +8.8% |
| 30D | +0.9% | -5.2% | +6.1% | +1.7% |
| 3M | -13.4% | +11.1% | -24.5% | -16.4% |
| 6M | +11.7% | -13.4% | +25.1% | +13.6% |
| YTD | +73.2% | +0.1% | +73.1% | +68.2% |
| 1Y | +123.4% | -36.1% | +159.5% | +142.7% |
| All | +611.0% | -42.5% | +653.4% | +720.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling