+197.0%
BGT vs VT
+346.0%
-149.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +0.9% | -2.3% | +3.2% | +1.9% |
| 30D | -2.6% | -5.0% | +2.4% | -0.4% |
| 3M | -4.7% | -4.9% | +0.2% | -2.6% |
| 6M | -2.3% | -1.5% | -0.8% | -1.9% |
| YTD | -1.4% | +8.5% | -9.9% | -5.4% |
| 1Y | -2.4% | +11.4% | -13.7% | -7.4% |
| 3Y | +19.1% | +70.1% | -51.0% | -7.3% |
| 5Y | +23.6% | +53.7% | -30.1% | -0.2% |
| 10Y | +74.2% | +220.0% | -145.7% | -1.7% |
| All | +197.0% | +346.0% | -149.0% | +35.9% |
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