+613.9%
VIG vs BG
+237.7%
+376.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -1.1% | +3.1% | -4.2% | -1.8% |
| 30D | -2.7% | +10.2% | -13.0% | -5.1% |
| 3M | +2.5% | -1.7% | +4.2% | +2.5% |
| 6M | +9.2% | +1.0% | +8.3% | +8.1% |
| YTD | +9.8% | +39.9% | -30.1% | +0.2% |
| 1Y | +12.4% | +53.2% | -40.8% | -0.2% |
| 3Y | +55.9% | +16.3% | +39.6% | +45.8% |
| 5Y | +63.9% | +83.9% | -19.9% | +33.4% |
| 10Y | +249.1% | +165.1% | +83.9% | +143.2% |
| All | +613.9% | +237.7% | +376.2% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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