+658.7%
ALL vs VIG
+655.8%
+2.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -2.6% | -0.3% | -2.2% | -2.3% |
| 30D | +12.7% | +4.9% | +7.8% | +6.4% |
| 3M | +0.4% | +2.9% | -2.5% | -3.1% |
| 6M | +23.8% | +11.2% | +12.6% | +8.6% |
| YTD | +27.8% | +16.0% | +11.8% | +6.1% |
| 1Y | +28.9% | +17.0% | +11.9% | +5.8% |
| 3Y | +113.9% | +66.9% | +47.0% | +12.5% |
| 5Y | +157.4% | +65.8% | +91.5% | +34.3% |
| 10Y | +369.0% | +263.6% | +105.4% | -15.3% |
| All | +658.7% | +655.8% | +2.9% | -53.3% |
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