-24.2%
AR vs VIG
+349.3%
-373.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +2.5% | -0.4% | +2.9% | +3.0% |
| 30D | +14.8% | -1.0% | +15.8% | +16.0% |
| 3M | +6.2% | +2.8% | +3.5% | +2.7% |
| 6M | +4.3% | +8.2% | -3.9% | -5.4% |
| YTD | +14.4% | +11.0% | +3.3% | +0.5% |
| 1Y | +21.3% | +16.1% | +5.2% | +1.5% |
| 3Y | +39.8% | +56.2% | -16.4% | -15.7% |
| 5Y | +142.1% | +63.0% | +79.1% | +41.0% |
| 10Y | +52.0% | +241.4% | -189.4% | -58.3% |
| All | -24.2% | +349.3% | -373.6% | -82.1% |
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