+141.3%
BP vs VIG
+61.5%
+79.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.2% |
| 7D | +5.7% | -2.2% | +8.0% | +7.2% |
| 30D | +8.1% | -3.2% | +11.3% | +10.2% |
| 3M | +8.6% | +3.0% | +5.6% | +6.1% |
| 6M | +18.1% | +8.1% | +10.0% | +11.4% |
| YTD | +37.6% | +9.1% | +28.6% | +29.0% |
| 1Y | +39.4% | +12.6% | +26.8% | +27.6% |
| 3Y | +40.1% | +55.4% | -15.3% | +1.0% |
| 5Y | +141.3% | +62.8% | +78.5% | +67.2% |
| All | +141.3% | +61.5% | +79.9% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling