+748.3%
BE vs VG
-39.3%
+787.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.4% |
| 7D | +20.0% | +1.7% | +18.3% | +19.5% |
| 30D | +7.9% | +16.0% | -8.1% | +4.6% |
| 3M | -13.2% | +9.7% | -22.9% | -15.9% |
| 6M | +53.5% | +29.6% | +23.9% | +34.0% |
| YTD | +191.0% | +112.0% | +79.0% | +112.9% |
| 1Y | +360.5% | +12.8% | +347.7% | +297.3% |
| All | +748.3% | -39.3% | +787.6% | +918.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling