+877.0%
BN vs VIG
+655.7%
+221.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | +3.1% | -3.4% | -4.2% |
| 30D | +13.6% | +5.0% | +8.5% | +6.5% |
| 3M | -6.7% | +2.7% | -9.3% | -9.6% |
| 6M | -9.0% | +11.0% | -19.9% | -20.4% |
| YTD | -8.8% | +16.0% | -24.8% | -24.4% |
| 1Y | -10.6% | +16.3% | -26.9% | -26.1% |
| 3Y | +98.8% | +66.8% | +31.9% | +5.8% |
| 5Y | +33.6% | +64.8% | -31.2% | -26.0% |
| 10Y | +298.3% | +263.6% | +34.8% | -16.5% |
| All | +877.0% | +655.7% | +221.3% | -15.5% |
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