-57.7%
BGSF vs VT
+53.2%
-110.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -8.1% |
| 7D | -17.7% | -4.2% | -13.5% | -15.8% |
| 30D | -25.4% | -5.8% | -19.6% | -23.0% |
| 3M | -37.4% | -5.2% | -32.2% | -35.6% |
| 6M | -35.0% | +0.1% | -35.1% | -35.3% |
| YTD | -23.8% | +8.2% | -32.0% | -27.4% |
| 1Y | +3.2% | +10.1% | -6.9% | -2.5% |
| 3Y | -46.7% | +69.7% | -116.4% | -59.6% |
| 5Y | -57.7% | +53.4% | -111.1% | -67.5% |
| All | -57.7% | +53.2% | -110.9% | -67.5% |
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