+977.1%
BE vs VIG
+163.8%
+813.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -1.9% |
| 7D | +23.9% | -1.2% | +25.1% | +26.5% |
| 30D | +27.8% | -2.8% | +30.7% | +34.7% |
| 3M | +3.7% | +2.5% | +1.3% | -0.8% |
| 6M | +78.0% | +8.1% | +69.9% | +56.0% |
| YTD | +209.9% | +9.6% | +200.3% | +166.8% |
| 1Y | +389.6% | +14.2% | +375.4% | +299.5% |
| 3Y | +1,730.6% | +56.1% | +1,674.5% | +796.7% |
| 5Y | +1,227.8% | +62.8% | +1,165.0% | +545.3% |
| All | +977.1% | +163.8% | +813.3% | +164.9% |
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