+402.8%
VUG vs BBWI
-47.4%
+450.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -6.3% | +12.9% | -19.2% | -8.2% |
| 3M | -6.0% | +16.0% | -22.0% | -8.8% |
| 6M | -3.5% | +16.6% | -20.2% | -7.0% |
| YTD | +3.9% | +9.7% | -5.8% | +0.2% |
| 1Y | +5.1% | +1.5% | +3.6% | +1.8% |
| 3Y | +77.9% | -21.4% | +99.2% | +74.0% |
| 5Y | +62.4% | -67.6% | +130.0% | +77.0% |
| All | +402.8% | -47.4% | +450.3% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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