+92.2%
BGH vs VT
+224.4%
-132.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.7% | -1.7% | +0.1% | -0.8% |
| 3M | -8.8% | -2.3% | -6.5% | -7.7% |
| 6M | -6.6% | +1.5% | -8.1% | -7.7% |
| YTD | -8.2% | +12.0% | -20.3% | -14.4% |
| 1Y | -8.2% | +12.9% | -21.0% | -14.7% |
| 3Y | +36.4% | +74.9% | -38.6% | -2.6% |
| 5Y | +22.4% | +59.9% | -37.6% | -8.6% |
| 10Y | +92.2% | +224.6% | -132.4% | -3.6% |
| All | +92.2% | +224.4% | -132.2% | -3.6% |
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 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