-1.0%
BGS vs VT
+345.0%
-346.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -1.2% |
| 7D | +9.3% | -4.2% | +13.5% | +12.5% |
| 30D | +1.2% | -5.8% | +7.0% | +5.2% |
| 3M | -27.6% | -5.2% | -22.3% | -25.1% |
| 6M | -52.3% | +0.1% | -52.4% | -52.7% |
| YTD | -37.0% | +8.2% | -45.2% | -40.7% |
| 1Y | -28.9% | +10.1% | -39.0% | -34.0% |
| 3Y | -60.8% | +69.7% | -130.4% | -73.1% |
| 5Y | -87.7% | +53.4% | -141.1% | -91.1% |
| 10Y | -86.2% | +219.2% | -305.4% | -94.4% |
| All | -1.0% | +345.0% | -346.0% | -72.9% |
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 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