-51.4%
VG vs BB
+102.2%
-153.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.3% |
| 7D | -22.0% | -8.9% | -13.1% | -20.9% |
| 30D | -14.7% | -12.6% | -2.1% | -13.1% |
| 3M | -7.1% | -4.1% | -3.0% | -7.3% |
| 6M | -11.2% | +49.5% | -60.6% | -23.4% |
| YTD | +69.8% | +120.8% | -51.0% | +28.4% |
| 1Y | +49.9% | +76.2% | -26.3% | +23.8% |
| All | -51.4% | +102.2% | -153.6% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling