+108.3%
BGY vs VT
+345.0%
-236.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.5% |
| 7D | -2.0% | -4.2% | +2.2% | +1.5% |
| 30D | -4.2% | -5.8% | +1.6% | +0.7% |
| 3M | -5.0% | -5.2% | +0.3% | -0.6% |
| 6M | -1.4% | +0.1% | -1.6% | -1.7% |
| YTD | -1.3% | +8.2% | -9.5% | -7.7% |
| 1Y | +2.1% | +10.1% | -8.0% | -5.9% |
| 3Y | +39.4% | +69.7% | -30.3% | -11.2% |
| 5Y | +28.0% | +53.4% | -25.4% | -11.9% |
| 10Y | +114.3% | +219.2% | -105.0% | -23.5% |
| All | +108.3% | +345.0% | -236.7% | -44.9% |
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