+651.2%
ALL vs VIG
+623.5%
+27.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.8% |
| 7D | 0.0% | -0.4% | +0.5% | +0.6% |
| 30D | -1.5% | -1.0% | -0.5% | -0.3% |
| 3M | +23.6% | +2.8% | +20.9% | +19.3% |
| 6M | +22.3% | +8.2% | +14.1% | +10.8% |
| YTD | +26.5% | +11.0% | +15.5% | +10.7% |
| 1Y | +27.0% | +16.1% | +10.9% | +5.1% |
| 3Y | +149.6% | +56.2% | +93.4% | +42.4% |
| 5Y | +118.1% | +63.0% | +55.1% | +15.9% |
| 10Y | +369.0% | +241.4% | +127.5% | -8.4% |
| All | +651.2% | +623.5% | +27.6% | -51.3% |
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