+72.6%
BB vs VIG
+57.1%
+15.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.5% |
| 7D | +0.5% | -0.4% | +0.9% | +1.1% |
| 30D | -12.4% | -2.1% | -10.3% | -9.5% |
| 3M | -15.3% | +3.3% | -18.6% | -19.9% |
| 6M | +128.8% | +9.3% | +119.5% | +99.0% |
| YTD | +107.7% | +10.1% | +97.5% | +78.2% |
| 1Y | +103.9% | +14.7% | +89.2% | +63.3% |
| 3Y | +72.6% | +56.9% | +15.7% | -24.8% |
| All | +72.6% | +57.1% | +15.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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