+77.3%
BGSF vs VT
+253.4%
-176.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | -3.5% | +1.0% | -4.5% | -4.3% |
| 3M | +3.6% | +2.4% | +1.2% | +1.0% |
| 6M | -9.2% | +12.0% | -21.2% | -18.7% |
| YTD | +17.5% | +15.3% | +2.2% | +2.7% |
| 1Y | +23.1% | +22.6% | +0.6% | +2.2% |
| 3Y | -19.2% | +74.7% | -93.9% | -51.9% |
| 5Y | -33.8% | +66.1% | -100.0% | -59.5% |
| 10Y | -37.4% | +225.0% | -262.4% | -75.1% |
| All | +77.3% | +253.4% | -176.1% | -30.1% |
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