+649.9%
A vs VIG
+655.8%
-5.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +3.5% | -3.9% | -4.7% |
| 30D | 0.0% | +4.9% | -5.0% | -6.0% |
| 3M | +16.7% | +2.5% | +14.2% | +12.9% |
| 6M | +54.8% | +11.0% | +43.8% | +35.5% |
| YTD | +28.8% | +16.0% | +12.8% | +6.7% |
| 1Y | +19.3% | +17.5% | +1.8% | -2.7% |
| 3Y | +65.5% | +67.0% | -1.5% | -12.6% |
| 5Y | +12.1% | +64.8% | -52.7% | -39.4% |
| 10Y | +305.4% | +263.6% | +41.8% | -23.8% |
| All | +649.9% | +655.8% | -5.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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