+187.0%
BR vs VIG
+250.0%
-63.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | -3.0% | -1.1% | -1.9% | -2.0% |
| 30D | -0.3% | -2.7% | +2.5% | +2.4% |
| 3M | +17.3% | +2.5% | +14.8% | +14.7% |
| 6M | -6.7% | +9.2% | -15.9% | -14.3% |
| YTD | -23.4% | +9.8% | -33.3% | -30.3% |
| 1Y | -32.7% | +12.4% | -45.1% | -40.1% |
| 3Y | -5.9% | +55.9% | -61.8% | -39.4% |
| 5Y | +8.4% | +63.9% | -55.5% | -33.1% |
| All | +187.0% | +250.0% | -63.0% | -13.7% |
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