+522.0%
BE vs VG
-49.4%
+571.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -13.4% | -7.7% | -5.7% | -12.1% |
| 30D | -33.9% | -8.8% | -25.1% | -33.0% |
| 3M | -12.0% | -15.6% | +3.7% | -10.0% |
| 6M | -29.0% | +5.2% | -34.2% | -32.4% |
| YTD | +113.4% | +76.9% | +36.5% | +60.4% |
| 1Y | +33.2% | +42.5% | -9.3% | +7.2% |
| All | +522.0% | -49.4% | +571.4% | +667.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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