+544.0%
BE vs VG
-44.6%
+588.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | +10.8% | +14.0% | -3.1% | +8.4% |
| 30D | -19.8% | -1.0% | -18.8% | -19.9% |
| 3M | -18.7% | -2.7% | -16.0% | -18.9% |
| 6M | -33.7% | +1.5% | -35.2% | -35.8% |
| YTD | +121.0% | +93.7% | +27.3% | +63.4% |
| 1Y | +85.4% | +68.5% | +16.9% | +43.6% |
| All | +544.0% | -44.6% | +588.6% | +682.2% |
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