+349.1%
VT vs BG
+43.0%
+306.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -2.3% | +2.5% | -4.9% | -3.1% |
| 30D | -5.0% | -6.1% | +1.1% | -3.3% |
| 3M | -4.9% | -8.5% | +3.6% | -2.8% |
| 6M | -1.5% | -20.4% | +18.9% | +4.7% |
| YTD | +8.5% | +13.3% | -4.8% | +2.0% |
| 1Y | +11.4% | +7.3% | +4.1% | +6.5% |
| 3Y | +70.1% | +2.6% | +67.5% | +60.6% |
| 5Y | +53.7% | +22.0% | +31.8% | +32.1% |
| 10Y | +220.0% | +91.8% | +128.2% | +112.7% |
| All | +349.1% | +43.0% | +306.1% | +143.4% |
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