+28.1%
BGSF vs VT
+245.7%
-217.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -7.6% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | -17.8% | -1.4% | -16.3% | -17.0% |
| 3M | -29.6% | -1.4% | -28.2% | -28.9% |
| 6M | -29.2% | +5.5% | -34.7% | -33.1% |
| YTD | -15.1% | +12.8% | -28.0% | -24.6% |
| 1Y | +13.6% | +15.4% | -1.8% | -1.0% |
| 3Y | -40.7% | +76.9% | -117.5% | -65.2% |
| 5Y | -54.6% | +60.4% | -115.0% | -71.3% |
| 10Y | -39.6% | +232.8% | -272.4% | -75.6% |
| All | +28.1% | +245.7% | -217.7% | -48.7% |
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