+15.0%
BGSF vs VT
+231.7%
-216.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.1% | -6.1% | -6.7% |
| 7D | -17.7% | -4.2% | -13.5% | -14.6% |
| 30D | -25.4% | -5.8% | -19.6% | -21.5% |
| 3M | -37.4% | -5.2% | -32.2% | -34.5% |
| 6M | -35.0% | +0.1% | -35.1% | -35.7% |
| YTD | -23.8% | +8.2% | -32.0% | -29.7% |
| 1Y | +3.2% | +10.1% | -6.9% | -6.1% |
| 3Y | -46.7% | +69.7% | -116.4% | -67.5% |
| 5Y | -57.7% | +53.4% | -111.1% | -72.2% |
| 10Y | -45.8% | +219.2% | -265.0% | -77.2% |
| All | +15.0% | +231.7% | -216.6% | -52.1% |
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