+75.0%
VT vs BG
+5.0%
+69.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | -0.7% | +3.4% | -4.1% | -1.0% |
| 30D | -1.7% | -3.8% | +2.0% | -1.5% |
| 3M | -2.3% | -9.6% | +7.3% | -1.6% |
| 6M | +1.5% | -19.5% | +21.0% | +3.4% |
| YTD | +12.0% | +14.6% | -2.6% | +8.7% |
| 1Y | +12.9% | +6.6% | +6.2% | +10.5% |
| All | +75.0% | +5.0% | +69.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling