-52.9%
BGSF vs VT
+59.7%
-112.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -7.0% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | -17.8% | -1.4% | -16.3% | -17.3% |
| 3M | -29.6% | -1.4% | -28.2% | -29.2% |
| 6M | -29.2% | +5.5% | -34.7% | -31.5% |
| YTD | -15.1% | +12.8% | -28.0% | -21.0% |
| 1Y | +13.6% | +15.4% | -1.8% | +4.6% |
| 3Y | -40.7% | +76.9% | -117.5% | -56.0% |
| All | -52.9% | +59.7% | -112.6% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling