+47.5%
BP vs VIG
+67.1%
-19.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -6.3% | +1.0% | -7.3% | -6.8% |
| 30D | -3.6% | +4.5% | -8.1% | -5.7% |
| 3M | +5.2% | +2.1% | +3.2% | +4.2% |
| 6M | +5.3% | +10.5% | -5.2% | -0.5% |
| YTD | +33.1% | +15.1% | +18.0% | +22.5% |
| 1Y | +26.3% | +16.9% | +9.4% | +14.8% |
| 3Y | +47.5% | +65.6% | -18.1% | +9.0% |
| All | +47.5% | +67.1% | -19.6% | +9.0% |
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