+219.2%
VT vs BR
+271.1%
-51.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | +5.0% | -5.1% | -2.1% |
| 30D | -3.1% | +16.6% | -19.7% | -9.0% |
| 3M | -3.5% | +12.0% | -15.5% | -8.2% |
| 6M | +0.5% | +30.7% | -30.3% | -11.2% |
| YTD | +10.8% | -11.9% | +22.7% | +15.5% |
| 1Y | +11.9% | -11.6% | +23.5% | +16.4% |
| 3Y | +73.0% | +15.0% | +58.0% | +56.3% |
| 5Y | +58.6% | +18.1% | +40.5% | +38.6% |
| 10Y | +219.2% | +278.6% | -59.5% | +75.5% |
| All | +219.2% | +271.1% | -51.9% | +75.5% |
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