-100.0%
BGDE vs VT
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.5% | +8.7% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | +6.1% | -1.0% | +7.1% | +7.2% |
| 3M | -5.6% | +3.2% | -8.7% | -6.6% |
| 6M | +149.6% | +12.5% | +137.1% | +137.8% |
| YTD | +61.3% | +14.1% | +47.2% | +53.4% |
| 1Y | -15.1% | +18.9% | -34.0% | -20.7% |
| 3Y | -46.1% | +74.1% | -120.2% | -55.2% |
| 5Y | -99.6% | +66.9% | -166.5% | -99.7% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling