-100.0%
BGDE vs VT
+349.5%
-449.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -5.1% | +2.4% | -7.4% | -6.3% |
| 30D | -38.3% | -1.5% | -36.8% | -37.6% |
| 3M | -50.5% | -4.1% | -46.4% | -49.0% |
| 6M | -50.0% | +0.6% | -50.6% | -49.3% |
| YTD | -28.7% | +11.0% | -39.8% | -29.8% |
| 1Y | -74.6% | +13.3% | -87.9% | -75.1% |
| 3Y | -70.0% | +73.4% | -143.4% | -72.7% |
| 5Y | -99.8% | +57.4% | -157.2% | -99.8% |
| 10Y | -100.0% | +221.7% | -321.7% | -100.0% |
| All | -100.0% | +349.5% | -449.5% | -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