-100.0%
BNGO vs VT
+150.8%
-250.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.4% |
| 7D | +1.7% | -1.1% | +2.8% | +3.3% |
| 30D | +1.7% | -1.0% | +2.7% | +3.0% |
| 3M | +2.5% | +3.2% | -0.6% | -2.5% |
| 6M | +6.1% | +12.5% | -6.4% | -10.9% |
| YTD | -20.3% | +14.1% | -34.3% | -34.1% |
| 1Y | -70.0% | +18.9% | -88.9% | -76.6% |
| 3Y | -99.4% | +74.1% | -173.5% | -99.7% |
| 5Y | -100.0% | +66.9% | -166.8% | -100.0% |
| All | -100.0% | +150.8% | -250.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling