+1,141.2%
BR vs VIG
+551.4%
+589.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | -5.9% | -0.4% | -5.5% | -5.6% |
| 30D | +1.9% | -2.1% | +4.0% | +4.0% |
| 3M | +14.7% | +3.3% | +11.3% | +11.2% |
| 6M | -12.8% | +9.3% | -22.0% | -20.0% |
| YTD | -23.0% | +10.1% | -33.2% | -30.1% |
| 1Y | -31.7% | +14.7% | -46.4% | -40.4% |
| 3Y | -4.8% | +56.9% | -61.7% | -38.7% |
| 5Y | +7.8% | +62.9% | -55.1% | -32.6% |
| 10Y | +184.1% | +241.3% | -57.3% | -12.8% |
| All | +1,141.2% | +551.4% | +589.7% | +102.3% |
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