-61.1%
BGSF vs VT
+53.4%
-114.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.7% |
| 7D | -18.9% | -2.3% | -16.6% | -17.8% |
| 30D | -26.8% | -5.0% | -21.9% | -24.9% |
| 3M | -39.2% | -4.9% | -34.3% | -37.6% |
| 6M | -32.3% | -1.5% | -30.7% | -32.0% |
| YTD | -25.7% | +8.5% | -34.2% | -29.3% |
| 1Y | +5.2% | +11.4% | -6.2% | -1.2% |
| 3Y | -48.1% | +70.1% | -118.1% | -60.6% |
| All | -61.1% | +53.4% | -114.5% | -70.4% |
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