-39.3%
VG vs BB
+86.0%
-125.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -5.6% | +7.3% | +2.7% |
| 30D | +16.0% | -11.8% | +27.8% | +18.4% |
| 3M | +9.7% | -25.5% | +35.3% | +14.2% |
| 6M | +29.6% | +121.3% | -91.7% | -2.7% |
| YTD | +112.0% | +103.2% | +8.9% | +63.9% |
| 1Y | +12.8% | +102.6% | -89.8% | -12.8% |
| All | -39.3% | +86.0% | -125.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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