+213.7%
VT vs BB
+23.8%
+189.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.3% |
| 7D | -2.3% | +3.8% | -6.1% | -2.8% |
| 30D | -5.0% | -0.3% | -4.6% | -5.2% |
| 3M | -4.9% | -0.5% | -4.4% | -5.4% |
| 6M | -1.5% | +45.9% | -47.5% | -7.5% |
| YTD | +8.5% | +130.6% | -122.1% | -4.2% |
| 1Y | +11.4% | +89.2% | -77.8% | +0.6% |
| 3Y | +70.1% | +137.5% | -67.4% | +44.0% |
| 5Y | +53.7% | -20.9% | +74.6% | +43.5% |
| All | +213.7% | +23.8% | +189.9% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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