+33.2%
BN vs VIG
+62.2%
-29.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.0% |
| 7D | -3.0% | -1.2% | -1.8% | -1.1% |
| 30D | -13.0% | -2.8% | -10.2% | -8.8% |
| 3M | -15.2% | +2.5% | -17.7% | -18.4% |
| 6M | -5.9% | +8.1% | -14.0% | -16.8% |
| YTD | -15.8% | +9.6% | -25.3% | -27.0% |
| 1Y | -12.2% | +14.2% | -26.3% | -28.5% |
| 3Y | +72.2% | +56.1% | +16.1% | -11.3% |
| 5Y | +33.2% | +62.8% | -29.6% | -34.1% |
| All | +33.2% | +62.2% | -29.0% | -34.1% |
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 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