+348.0%
VT vs BG
+42.2%
+305.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.6% |
| 7D | -4.2% | +2.6% | -6.8% | -5.0% |
| 30D | -5.8% | -8.2% | +2.4% | -3.4% |
| 3M | -5.2% | -7.0% | +1.8% | -3.7% |
| 6M | +0.1% | -23.5% | +23.6% | +7.8% |
| YTD | +8.2% | +12.6% | -4.4% | +1.9% |
| 1Y | +10.1% | +5.8% | +4.4% | +5.8% |
| 3Y | +69.7% | +1.4% | +68.3% | +60.8% |
| 5Y | +53.4% | +21.3% | +32.1% | +32.0% |
| 10Y | +219.2% | +90.7% | +128.6% | +112.6% |
| All | +348.0% | +42.2% | +305.9% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling