+844.1%
BN vs VIG
+623.5%
+220.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.5% | -0.4% | -2.0% | -1.9% |
| 30D | -9.5% | -1.0% | -8.5% | -8.3% |
| 3M | -10.4% | +2.8% | -13.1% | -13.5% |
| 6M | -6.4% | +8.2% | -14.6% | -15.3% |
| YTD | -11.9% | +11.0% | -22.9% | -22.8% |
| 1Y | -8.6% | +16.1% | -24.8% | -24.3% |
| 3Y | +77.6% | +56.2% | +21.4% | +3.2% |
| 5Y | +37.0% | +63.0% | -25.9% | -22.9% |
| 10Y | +266.4% | +241.4% | +25.0% | -16.8% |
| All | +844.1% | +623.5% | +220.6% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling