+66.6%
VT vs BB
-30.6%
+97.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -5.6% | +6.1% | +1.2% |
| 30D | +1.0% | -11.8% | +12.8% | +2.6% |
| 3M | +2.4% | -25.5% | +27.9% | +5.6% |
| 6M | +12.0% | +121.3% | -109.3% | -2.6% |
| YTD | +15.3% | +103.2% | -87.8% | +1.5% |
| 1Y | +22.6% | +102.6% | -80.0% | +7.3% |
| 3Y | +74.7% | +37.5% | +37.2% | +56.7% |
| All | +66.6% | -30.6% | +97.2% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling