+406.7%
BNY vs VIG
+250.0%
+156.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.8% |
| 7D | -1.3% | -1.1% | -0.3% | -0.1% |
| 30D | -0.2% | -2.7% | +2.6% | +3.0% |
| 3M | +14.9% | +2.5% | +12.4% | +11.6% |
| 6M | +40.0% | +9.2% | +30.8% | +26.6% |
| YTD | +42.0% | +9.8% | +32.1% | +27.8% |
| 1Y | +56.9% | +12.4% | +44.5% | +37.6% |
| 3Y | +289.9% | +55.9% | +234.0% | +137.0% |
| 5Y | +259.2% | +63.9% | +195.2% | +107.2% |
| All | +406.7% | +250.0% | +156.7% | +33.9% |
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