+88.7%
VUG vs BBWI
-42.5%
+131.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.9% |
| 7D | -0.1% | +1.5% | -1.6% | -0.3% |
| 30D | -0.3% | -5.2% | +4.9% | +0.2% |
| 3M | -0.7% | +11.1% | -11.8% | -2.6% |
| 6M | +14.6% | -13.4% | +28.0% | +15.8% |
| YTD | +9.0% | +0.1% | +8.9% | +7.4% |
| 1Y | +14.9% | -36.1% | +51.0% | +20.9% |
| All | +88.7% | -42.5% | +131.2% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling