-86.3%
BCG vs VT
+53.1%
-139.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -6.8% | +0.4% | -7.3% | -7.0% |
| 30D | -12.2% | +1.0% | -13.1% | -12.5% |
| 3M | -15.9% | +2.4% | -18.2% | -16.7% |
| 6M | -38.1% | +12.0% | -50.1% | -41.0% |
| YTD | -54.9% | +15.3% | -70.2% | -57.2% |
| 1Y | -27.0% | +22.6% | -49.5% | -31.5% |
| All | -86.3% | +53.1% | -139.4% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling