+219.2%
VT vs BB
+28.9%
+190.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.1% | +11.6% | -11.7% | -1.5% |
| 30D | -3.1% | +2.6% | -5.6% | -3.6% |
| 3M | -3.5% | +3.5% | -7.0% | -4.5% |
| 6M | +0.5% | +43.5% | -43.0% | -5.4% |
| YTD | +10.8% | +141.2% | -130.4% | -2.7% |
| 1Y | +11.9% | +97.4% | -85.5% | +0.6% |
| 3Y | +73.0% | +151.1% | -78.1% | +45.5% |
| 5Y | +58.6% | -12.8% | +71.4% | +46.5% |
| 10Y | +219.2% | +27.5% | +191.7% | +135.8% |
| All | +219.2% | +28.9% | +190.3% | +135.8% |
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