+122.2%
ALL vs VIG
+63.1%
+59.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.4% |
| 30D | -1.5% | -1.0% | -0.5% | -0.8% |
| 3M | +23.6% | +2.8% | +20.9% | +20.9% |
| 6M | +22.3% | +8.2% | +14.1% | +14.9% |
| YTD | +26.5% | +11.0% | +15.5% | +16.2% |
| 1Y | +27.0% | +16.1% | +10.9% | +12.3% |
| 3Y | +149.6% | +56.2% | +93.4% | +72.6% |
| All | +122.2% | +63.1% | +59.1% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling