+55.7%
BP vs VG
-51.4%
+107.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.6% | -22.0% | +10.4% | -8.3% |
| 30D | 0.0% | -11.6% | +11.7% | +1.9% |
| 3M | +6.7% | -14.9% | +21.6% | +9.2% |
| 6M | +2.2% | -3.5% | +5.7% | +2.3% |
| YTD | +33.0% | +70.0% | -37.0% | +23.8% |
| 1Y | +30.7% | +50.0% | -19.3% | +22.8% |
| All | +55.7% | -51.4% | +107.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling