+221.8%
VT vs BR
+277.7%
-55.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.4% | +1.1% | +1.3% | +1.9% |
| 30D | -1.5% | +14.4% | -15.9% | -6.8% |
| 3M | -4.1% | +12.4% | -16.5% | -9.0% |
| 6M | +0.6% | +35.4% | -34.9% | -12.4% |
| YTD | +11.0% | -12.2% | +23.2% | +15.9% |
| 1Y | +13.3% | -12.7% | +26.1% | +18.6% |
| 3Y | +73.4% | +14.3% | +59.1% | +57.1% |
| 5Y | +57.4% | +19.3% | +38.2% | +36.9% |
| All | +221.8% | +277.7% | -55.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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