+36.4%
BP vs VIG
+57.1%
-20.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +9.1% | -2.1% | +11.2% | +10.2% |
| 3M | +3.9% | +3.3% | +0.6% | +1.7% |
| 6M | +13.6% | +9.3% | +4.3% | +7.4% |
| YTD | +34.0% | +10.1% | +23.9% | +26.0% |
| 1Y | +39.2% | +14.7% | +24.5% | +27.0% |
| 3Y | +36.4% | +56.9% | -20.5% | +4.0% |
| All | +36.4% | +57.1% | -20.7% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling