-42.8%
BGSI vs VT
+16.2%
-59.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.8% | +5.2% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | -15.2% | +0.8% | -16.0% | -15.7% |
| 3M | -11.1% | +2.8% | -13.9% | -12.4% |
| 6M | -47.7% | +13.0% | -60.7% | -52.6% |
| YTD | -43.3% | +15.4% | -58.6% | -48.9% |
| All | -42.8% | +16.2% | -59.0% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling