+634.5%
ALL vs VIG
+648.1%
-13.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -3.3% |
| 7D | -3.9% | +0.4% | -4.3% | -4.5% |
| 30D | +10.6% | +4.3% | +6.4% | +5.1% |
| 3M | -4.6% | +2.0% | -6.6% | -6.9% |
| 6M | +20.2% | +10.2% | +10.0% | +6.6% |
| YTD | +23.7% | +14.8% | +8.9% | +3.9% |
| 1Y | +27.9% | +17.5% | +10.4% | +4.4% |
| 3Y | +109.2% | +67.4% | +41.8% | +9.5% |
| 5Y | +148.0% | +63.4% | +84.6% | +31.7% |
| 10Y | +363.8% | +259.9% | +103.9% | -15.2% |
| All | +634.5% | +648.1% | -13.6% | -54.3% |
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