+124.9%
BGY vs VT
+374.2%
-249.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | +2.6% | +1.0% | +1.7% | +1.8% |
| 3M | +4.5% | +2.4% | +2.2% | +2.4% |
| 6M | +4.4% | +12.0% | -7.6% | -5.1% |
| YTD | +6.6% | +15.3% | -8.7% | -5.4% |
| 1Y | +12.3% | +22.6% | -10.3% | -5.3% |
| 3Y | +43.9% | +74.7% | -30.8% | -10.5% |
| 5Y | +36.7% | +66.1% | -29.4% | -12.1% |
| 10Y | +115.2% | +225.0% | -109.8% | -24.2% |
| All | +124.9% | +374.2% | -249.3% | -43.6% |
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