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Stock and ETF performance explorer

BRSP price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-22.5%
VT return
+65.7%
Excess return
-88.2%
Maximum drawdown
-41.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-0.9%+0.9%-1.8%-1.8%
7D-4.9%-1.1%-3.8%-3.8%
30D-10.3%-1.0%-9.3%-9.3%
3M-18.1%+3.2%-21.3%-21.0%
6M-17.1%+12.5%-29.6%-27.5%
YTD-15.7%+14.1%-29.8%-27.5%
1Y-15.9%+18.9%-34.8%-31.1%
3Y-7.9%+74.1%-82.0%-51.6%
All-22.5%+65.7%-88.2%-59.0%

Cumulative growth

Daily Returns

Daily percentage return beside VT.

Daily Out/Under-Performance

Portfolio return minus VT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VT 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 VT 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