-17.3%
BGSF vs VT
+75.0%
-92.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -3.5% | +1.0% | -4.5% | -4.0% |
| 3M | +3.6% | +2.4% | +1.2% | +2.3% |
| 6M | -9.2% | +12.0% | -21.2% | -15.3% |
| YTD | +17.5% | +15.3% | +2.2% | +7.8% |
| 1Y | +23.1% | +22.6% | +0.6% | +9.3% |
| All | -17.3% | +75.0% | -92.3% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling