+367.1%
VT vs BB
-93.2%
+460.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +0.8% |
| 7D | -0.3% | -6.8% | +6.5% | +0.6% |
| 30D | -1.4% | -3.5% | +2.1% | -1.3% |
| 3M | -1.4% | -1.2% | -0.2% | -1.9% |
| 6M | +5.5% | +57.0% | -51.5% | -2.9% |
| YTD | +12.8% | +131.1% | -118.3% | -2.1% |
| 1Y | +15.4% | +87.6% | -72.2% | +2.9% |
| 3Y | +76.9% | +134.2% | -57.4% | +46.5% |
| 5Y | +60.4% | -19.9% | +80.3% | +49.3% |
| 10Y | +232.8% | +25.7% | +207.1% | +142.9% |
| All | +367.1% | -93.2% | +460.2% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling