-100.0%
BGDE vs VT
+364.6%
-464.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.6% |
| 7D | +13.0% | +1.0% | +12.0% | +12.4% |
| 30D | +21.2% | -0.2% | +21.4% | +21.5% |
| 3M | -2.5% | +4.5% | -7.0% | -3.8% |
| 6M | +152.9% | +14.1% | +138.8% | +143.0% |
| YTD | +67.0% | +14.8% | +52.2% | +60.8% |
| 1Y | +3.4% | +21.2% | -17.8% | -1.9% |
| 3Y | -44.2% | +76.6% | -120.8% | -50.4% |
| 5Y | -99.6% | +66.6% | -166.2% | -99.6% |
| 10Y | -100.0% | +222.3% | -322.2% | -100.0% |
| All | -100.0% | +364.6% | -464.6% | -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 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