+256.9%
BN vs VIG
+247.5%
+9.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.6% |
| 7D | -5.9% | -2.2% | -3.6% | -2.8% |
| 30D | -15.1% | -3.2% | -11.8% | -11.0% |
| 3M | -14.6% | +3.0% | -17.6% | -18.0% |
| 6M | -8.4% | +8.1% | -16.6% | -17.5% |
| YTD | -16.8% | +9.1% | -25.9% | -25.8% |
| 1Y | -14.4% | +12.6% | -26.9% | -26.6% |
| 3Y | +70.1% | +55.4% | +14.7% | -2.5% |
| 5Y | +33.5% | +62.8% | -29.3% | -26.3% |
| All | +256.9% | +247.5% | +9.3% | -11.0% |
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