+221.0%
VT vs BBWI
-45.1%
+266.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.1% | -4.2% | +4.1% | +0.5% |
| 30D | -3.1% | +24.9% | -27.9% | -6.3% |
| 3M | -3.5% | +13.2% | -16.7% | -5.8% |
| 6M | +0.5% | +12.1% | -11.6% | -2.3% |
| YTD | +10.8% | +11.1% | -0.3% | +7.0% |
| 1Y | +11.9% | +0.7% | +11.2% | +8.8% |
| 3Y | +73.0% | -23.8% | +96.7% | +70.2% |
| 5Y | +58.6% | -66.9% | +125.5% | +71.6% |
| All | +221.0% | -45.1% | +266.1% | +171.8% |
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