+132.0%
BP vs VIG
+249.2%
-117.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +4.0% | -1.2% | +5.2% | +5.0% |
| 30D | +7.8% | -2.8% | +10.7% | +10.5% |
| 3M | +8.4% | +2.5% | +5.9% | +5.6% |
| 6M | +15.1% | +8.1% | +7.0% | +6.3% |
| YTD | +36.4% | +9.6% | +26.9% | +24.3% |
| 1Y | +40.9% | +14.2% | +26.7% | +23.4% |
| 3Y | +38.8% | +56.1% | -17.3% | -10.5% |
| 5Y | +141.1% | +62.8% | +78.2% | +47.0% |
| All | +132.0% | +249.2% | -117.2% | -25.1% |
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 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