+601.8%
BNY vs VIG
+610.7%
-9.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -1.1% | -2.2% | +1.2% | +2.2% |
| 30D | +1.4% | -3.2% | +4.6% | +6.4% |
| 3M | +16.8% | +3.0% | +13.8% | +11.7% |
| 6M | +42.0% | +8.1% | +33.9% | +26.3% |
| YTD | +41.9% | +9.1% | +32.9% | +24.8% |
| 1Y | +59.2% | +12.6% | +46.6% | +33.5% |
| 3Y | +290.9% | +55.4% | +235.5% | +102.0% |
| 5Y | +259.0% | +62.8% | +196.3% | +71.9% |
| 10Y | +413.0% | +246.6% | +166.5% | -30.9% |
| All | +601.8% | +610.7% | -9.0% | -68.1% |
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 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