+107.8%
BGH vs VT
+330.9%
-223.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.5% | -2.3% | +1.8% | +0.6% |
| 30D | -1.6% | -5.0% | +3.4% | +0.9% |
| 3M | -8.3% | -4.9% | -3.4% | -6.0% |
| 6M | -6.5% | -1.5% | -5.0% | -6.0% |
| YTD | -7.9% | +8.5% | -16.4% | -12.0% |
| 1Y | -7.0% | +11.4% | -18.4% | -12.4% |
| 3Y | +38.8% | +70.1% | -31.3% | +4.1% |
| 5Y | +23.4% | +53.7% | -30.3% | -3.3% |
| 10Y | +88.5% | +220.0% | -131.5% | +2.9% |
| All | +107.8% | +330.9% | -223.0% | +5.3% |
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