+127.4%
BGH vs VT
+358.1%
-230.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | +0.1% | +1.0% | -0.9% | -0.4% |
| 3M | +3.8% | +2.4% | +1.4% | +2.4% |
| 6M | +3.9% | +12.0% | -8.1% | -2.2% |
| YTD | +0.8% | +15.3% | -14.6% | -6.7% |
| 1Y | -5.4% | +22.6% | -28.0% | -15.2% |
| 3Y | +45.6% | +74.7% | -29.1% | +7.7% |
| 5Y | +37.2% | +66.1% | -29.0% | +3.3% |
| 10Y | +100.7% | +225.0% | -124.3% | +7.9% |
| All | +127.4% | +358.1% | -230.7% | +11.7% |
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