+141.8%
BGR vs VT
+223.7%
-81.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.4% |
| 7D | -7.8% | +0.4% | -8.2% | -8.3% |
| 30D | -5.0% | -2.6% | -2.4% | -3.1% |
| 3M | +6.9% | -3.2% | +10.2% | +9.4% |
| 6M | +9.5% | +0.9% | +8.5% | +7.3% |
| YTD | +31.3% | +11.3% | +20.0% | +16.8% |
| 1Y | +33.2% | +14.0% | +19.2% | +15.8% |
| 3Y | +71.6% | +75.8% | -4.2% | -2.3% |
| 5Y | +127.7% | +57.8% | +69.9% | +42.9% |
| 10Y | +141.8% | +219.8% | -78.0% | -24.5% |
| All | +141.8% | +223.7% | -81.9% | -24.5% |
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