-69.0%
BB vs VIG
+623.5%
-692.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -5.6% | -0.4% | -5.2% | -5.1% |
| 30D | -11.8% | -1.0% | -10.8% | -10.8% |
| 3M | -25.5% | +2.8% | -28.3% | -28.0% |
| 6M | +121.3% | +8.2% | +113.1% | +101.3% |
| YTD | +103.2% | +11.0% | +92.1% | +79.1% |
| 1Y | +102.6% | +16.1% | +86.5% | +68.8% |
| 3Y | +37.5% | +56.2% | -18.7% | -18.5% |
| 5Y | -30.4% | +63.0% | -93.4% | -59.3% |
| 10Y | 0.0% | +241.4% | -241.4% | -75.7% |
| All | -69.0% | +623.5% | -692.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling