+577.4%
BE vs VG
-44.1%
+621.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -4.4% |
| 7D | +20.5% | +15.1% | +5.4% | +17.6% |
| 30D | -23.4% | -4.2% | -19.2% | -23.0% |
| 3M | -14.9% | -3.1% | -11.8% | -15.0% |
| 6M | -28.1% | +0.3% | -28.4% | -30.1% |
| YTD | +132.4% | +95.5% | +36.9% | +71.6% |
| 1Y | +59.4% | +64.4% | -5.1% | +24.6% |
| All | +577.4% | -44.1% | +621.5% | +721.4% |
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