+223.0%
VT vs BBWI
-54.8%
+277.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.4% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +1.0% | -5.2% | +6.2% | +1.5% |
| 3M | +2.4% | +11.1% | -8.7% | +0.2% |
| 6M | +12.0% | -13.4% | +25.4% | +13.0% |
| YTD | +15.3% | +0.1% | +15.2% | +13.5% |
| 1Y | +22.6% | -36.1% | +58.7% | +27.9% |
| 3Y | +74.7% | -44.1% | +118.8% | +80.5% |
| 5Y | +66.1% | -66.2% | +132.4% | +79.8% |
| All | +223.0% | -54.8% | +277.8% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling