-63.2%
BB vs VIG
+655.7%
-719.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +9.0% | +3.1% | +5.9% | +5.0% |
| 30D | +7.7% | +5.0% | +2.6% | +1.5% |
| 3M | +4.0% | +2.7% | +1.3% | +0.8% |
| 6M | +46.6% | +11.0% | +35.7% | +29.5% |
| YTD | +140.6% | +16.0% | +124.7% | +101.4% |
| 1Y | +103.1% | +16.3% | +86.9% | +69.2% |
| 3Y | +150.5% | +66.8% | +83.7% | +36.9% |
| 5Y | -15.4% | +64.8% | -80.2% | -51.3% |
| 10Y | +25.4% | +263.6% | -238.1% | -71.8% |
| All | -63.2% | +655.7% | -719.0% | -96.2% |
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