-4.2%
BGS vs VT
+356.1%
-360.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +14.9% | -1.6% | +16.5% | +16.1% |
| 30D | -11.2% | -2.5% | -8.7% | -9.8% |
| 3M | -30.9% | -1.3% | -29.6% | -30.5% |
| 6M | -54.4% | +3.1% | -57.5% | -55.7% |
| YTD | -39.0% | +10.9% | -50.0% | -43.6% |
| 1Y | -31.6% | +12.1% | -43.6% | -37.2% |
| 3Y | -62.0% | +73.9% | -135.9% | -74.5% |
| 5Y | -88.2% | +58.0% | -146.1% | -91.6% |
| 10Y | -86.4% | +225.5% | -311.9% | -94.5% |
| All | -4.2% | +356.1% | -360.3% | -74.3% |
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