+140.1%
BP vs VIG
+262.6%
-122.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +2.5% | +3.1% | -0.6% | -0.2% |
| 30D | -5.6% | +5.0% | -10.6% | -9.8% |
| 3M | +8.0% | +2.7% | +5.4% | +5.1% |
| 6M | +5.7% | +11.0% | -5.3% | -4.4% |
| YTD | +36.8% | +16.0% | +20.9% | +18.3% |
| 1Y | +30.7% | +16.3% | +14.5% | +12.7% |
| 3Y | +51.6% | +66.8% | -15.2% | -8.0% |
| 5Y | +112.2% | +64.8% | +47.4% | +28.9% |
| All | +140.1% | +262.6% | -122.6% | -14.8% |
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