+1,202.4%
VUG vs BBWI
+343.3%
+859.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | -1.1% | -7.7% | +6.7% | +0.7% |
| 30D | -7.0% | +24.8% | -31.8% | -11.6% |
| 3M | -3.7% | +16.2% | -19.9% | -7.7% |
| 6M | -1.6% | +15.8% | -17.4% | -6.5% |
| YTD | +5.1% | +11.4% | -6.3% | -0.5% |
| 1Y | +3.8% | +3.2% | +0.6% | -1.3% |
| 3Y | +79.9% | -23.5% | +103.4% | +74.5% |
| 5Y | +66.4% | -67.4% | +133.8% | +88.9% |
| 10Y | +405.3% | -46.0% | +451.3% | +341.4% |
| All | +1,202.4% | +343.3% | +859.2% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling