+98.2%
BGR vs VT
+346.0%
-247.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -11.5% | -2.3% | -9.2% | -9.6% |
| 30D | -1.8% | -5.0% | +3.1% | +3.0% |
| 3M | +6.6% | -4.9% | +11.5% | +11.4% |
| 6M | +7.5% | -1.5% | +9.1% | +7.6% |
| YTD | +31.5% | +8.5% | +23.0% | +17.8% |
| 1Y | +34.4% | +11.4% | +23.0% | +17.1% |
| 3Y | +65.8% | +70.1% | -4.2% | -8.8% |
| 5Y | +129.7% | +53.7% | +76.0% | +37.8% |
| 10Y | +150.6% | +220.0% | -69.4% | -32.1% |
| All | +98.2% | +346.0% | -247.8% | -69.2% |
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