-51.4%
VG vs BB
+111.1%
-162.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.7% |
| 7D | -22.0% | +3.8% | -25.8% | -22.5% |
| 30D | -11.6% | -0.3% | -11.3% | -12.0% |
| 3M | -14.9% | -0.5% | -14.4% | -15.6% |
| 6M | -3.5% | +45.9% | -49.4% | -15.6% |
| YTD | +70.0% | +130.6% | -60.6% | +27.5% |
| 1Y | +50.0% | +89.2% | -39.2% | +21.5% |
| All | -51.4% | +111.1% | -162.5% | -61.8% |
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