+100.1%
BGX vs VT
+363.5%
-263.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.7% | +0.4% | -1.2% | -0.9% |
| 30D | -0.5% | +1.0% | -1.5% | -0.9% |
| 3M | +1.0% | +2.4% | -1.4% | -0.1% |
| 6M | +3.2% | +12.0% | -8.8% | -1.6% |
| YTD | -3.6% | +15.3% | -18.9% | -9.2% |
| 1Y | -6.7% | +22.6% | -29.3% | -14.4% |
| 3Y | +22.3% | +74.7% | -52.4% | -3.3% |
| 5Y | +14.3% | +66.1% | -51.8% | -8.5% |
| 10Y | +76.1% | +225.0% | -148.9% | +9.0% |
| All | +100.1% | +363.5% | -263.5% | +10.3% |
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