-88.3%
BCG vs VT
+44.0%
-132.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.8% | -2.3% | +5.1% | +4.1% |
| 30D | +12.0% | -5.0% | +17.0% | +14.8% |
| 3M | -21.3% | -4.9% | -16.4% | -19.3% |
| 6M | -47.9% | -1.5% | -46.3% | -47.4% |
| YTD | -61.5% | +8.5% | -69.9% | -62.3% |
| 1Y | -25.5% | +11.4% | -36.9% | -27.5% |
| All | -88.3% | +44.0% | -132.3% | -87.1% |
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