+191.3%
BGT vs VT
+345.0%
-153.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.2% |
| 7D | -1.7% | -4.2% | +2.5% | +0.2% |
| 30D | -4.8% | -5.8% | +1.0% | -2.3% |
| 3M | -6.9% | -5.2% | -1.7% | -4.7% |
| 6M | -4.0% | +0.1% | -4.1% | -4.3% |
| YTD | -3.3% | +8.2% | -11.5% | -7.1% |
| 1Y | -4.6% | +10.1% | -14.8% | -9.1% |
| 3Y | +16.0% | +69.7% | -53.7% | -9.7% |
| 5Y | +21.3% | +53.4% | -32.1% | -2.0% |
| 10Y | +70.9% | +219.2% | -148.3% | -3.4% |
| All | +191.3% | +345.0% | -153.7% | +33.4% |
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