-84.1%
BGS vs VT
+224.5%
-308.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.5% | +0.4% | -7.0% | -6.8% |
| 30D | -6.5% | +1.0% | -7.5% | -6.9% |
| 3M | -14.7% | +2.4% | -17.1% | -15.9% |
| 6M | -40.4% | +12.0% | -52.4% | -43.8% |
| YTD | -18.6% | +15.3% | -34.0% | -24.4% |
| 1Y | -18.0% | +22.6% | -40.6% | -26.1% |
| 3Y | -62.6% | +74.7% | -137.3% | -71.8% |
| 5Y | -82.5% | +66.1% | -148.7% | -86.7% |
| All | -84.1% | +224.5% | -308.6% | -91.9% |
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