+72.4%
BG vs VT
+374.2%
-301.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.8% | +0.4% | +2.3% | +2.3% |
| 30D | +12.0% | +1.0% | +11.1% | +11.0% |
| 3M | -7.7% | +2.4% | -10.1% | -10.1% |
| 6M | +4.5% | +12.0% | -7.5% | -6.5% |
| YTD | +35.7% | +15.3% | +20.3% | +18.3% |
| 1Y | +50.1% | +22.6% | +27.5% | +23.7% |
| 3Y | +12.6% | +74.7% | -62.1% | -33.6% |
| 5Y | +75.4% | +66.1% | +9.3% | +6.5% |
| 10Y | +150.5% | +225.0% | -74.5% | -19.1% |
| All | +72.4% | +374.2% | -301.8% | -63.6% |
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