+67.2%
BP vs VIG
+623.5%
-556.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +3.9% | -0.4% | +4.4% | +4.4% |
| 30D | +7.6% | -1.0% | +8.6% | +8.6% |
| 3M | +0.7% | +2.8% | -2.1% | -2.5% |
| 6M | +15.5% | +8.2% | +7.3% | +5.3% |
| YTD | +30.8% | +11.0% | +19.8% | +16.1% |
| 1Y | +34.3% | +16.1% | +18.2% | +13.4% |
| 3Y | +35.1% | +56.2% | -21.1% | -17.6% |
| 5Y | +126.8% | +63.0% | +63.8% | +29.8% |
| 10Y | +123.4% | +241.4% | -118.1% | -43.8% |
| All | +67.2% | +623.5% | -556.4% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling