-96.2%
BAIG vs VT
+19.8%
-116.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -0.3% | -17.7% | -16.2% |
| 7D | -29.1% | +2.4% | -31.5% | -36.8% |
| 30D | -31.7% | -1.5% | -30.2% | -19.7% |
| 3M | -73.4% | -4.1% | -69.3% | -62.3% |
| 6M | -86.4% | +0.6% | -86.9% | -84.1% |
| YTD | -94.0% | +11.0% | -105.0% | -96.0% |
| 1Y | -96.2% | +13.3% | -109.6% | -97.8% |
| All | -96.2% | +19.8% | -116.0% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling