-17.7%
BB vs VIG
+64.4%
-82.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.8% | +3.5% | -1.7% | -3.7% |
| 30D | +8.1% | +4.9% | +3.2% | 0.0% |
| 3M | -1.0% | +2.5% | -3.5% | -4.9% |
| 6M | +45.9% | +11.0% | +34.9% | +23.1% |
| YTD | +134.8% | +16.0% | +118.9% | +84.2% |
| 1Y | +104.6% | +17.5% | +87.0% | +56.4% |
| 3Y | +152.8% | +67.0% | +85.8% | +7.4% |
| All | -17.7% | +64.4% | -82.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling