-68.8%
BBWI vs VIG
+62.2%
-131.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.4% |
| 7D | -4.4% | -1.2% | -3.3% | -2.5% |
| 30D | -7.4% | -2.8% | -4.6% | -2.9% |
| 3M | -2.2% | +2.5% | -4.7% | -5.9% |
| 6M | -16.3% | +8.1% | -24.4% | -26.1% |
| YTD | -9.1% | +9.6% | -18.7% | -21.2% |
| 1Y | -34.5% | +14.2% | -48.7% | -46.8% |
| 3Y | -47.0% | +56.1% | -103.1% | -73.3% |
| 5Y | -68.8% | +62.8% | -131.7% | -84.7% |
| All | -68.8% | +62.2% | -131.1% | -84.7% |
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 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