-90.3%
BMGL vs VT
+28.0%
-118.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.8% |
| 7D | +9.3% | -4.2% | +13.4% | +11.2% |
| 30D | +55.9% | -5.8% | +61.7% | +60.0% |
| 3M | -7.3% | -5.2% | -2.1% | -5.1% |
| 6M | -28.7% | +0.1% | -28.9% | -29.2% |
| YTD | -11.7% | +8.2% | -20.0% | -14.8% |
| 1Y | -69.9% | +10.1% | -80.0% | -71.1% |
| All | -90.3% | +28.0% | -118.2% | -92.2% |
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