-56.2%
BBWI vs VIG
+250.0%
-306.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +5.3% |
| 7D | -4.8% | -1.1% | -3.7% | -3.1% |
| 30D | +3.5% | -2.7% | +6.2% | +8.2% |
| 3M | -0.3% | +2.5% | -2.9% | -4.0% |
| 6M | -5.4% | +9.2% | -14.6% | -17.3% |
| YTD | -4.7% | +9.8% | -14.6% | -17.1% |
| 1Y | -30.5% | +12.4% | -42.9% | -41.4% |
| 3Y | -44.3% | +55.9% | -100.2% | -71.1% |
| 5Y | -66.9% | +63.9% | -130.8% | -83.7% |
| All | -56.2% | +250.0% | -306.2% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling