-67.5%
BBWI vs VIG
+64.0%
-131.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | -4.2% | +1.0% | -5.2% | -5.7% |
| 30D | +24.9% | +4.5% | +20.3% | +16.4% |
| 3M | +13.2% | +2.1% | +11.1% | +9.9% |
| 6M | +12.1% | +10.5% | +1.6% | -4.3% |
| YTD | +11.1% | +15.1% | -4.0% | -10.8% |
| 1Y | +0.7% | +16.9% | -16.2% | -20.9% |
| 3Y | -23.8% | +65.6% | -89.3% | -64.9% |
| All | -67.5% | +64.0% | -131.5% | -84.3% |
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