-27.6%
AR vs VIG
+365.8%
-393.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +1.4% |
| 7D | -5.8% | +1.0% | -6.7% | -6.9% |
| 30D | +4.8% | +4.5% | +0.3% | -0.4% |
| 3M | +1.5% | +2.1% | -0.6% | -1.1% |
| 6M | +4.7% | +10.5% | -5.8% | -6.9% |
| YTD | +9.2% | +15.1% | -5.9% | -8.0% |
| 1Y | +11.2% | +16.9% | -5.7% | -7.9% |
| 3Y | +46.2% | +65.6% | -19.3% | -17.5% |
| 5Y | +98.1% | +64.4% | +33.7% | +13.7% |
| 10Y | +54.5% | +260.6% | -206.1% | -60.1% |
| All | -27.6% | +365.8% | -393.4% | -83.7% |
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