+66.6%
VT vs BR
+11.2%
+55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.1% |
| 7D | +0.4% | -5.3% | +5.7% | +2.2% |
| 30D | +1.0% | +6.4% | -5.5% | -1.2% |
| 3M | +2.4% | +13.6% | -11.3% | -2.4% |
| 6M | +12.0% | -6.7% | +18.7% | +14.5% |
| YTD | +15.3% | -21.1% | +36.4% | +25.9% |
| 1Y | +22.6% | -29.6% | +52.1% | +40.4% |
| 3Y | +74.7% | -2.4% | +77.0% | +70.2% |
| All | +66.6% | +11.2% | +55.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling