+195.3%
B vs VIG
+66.1%
+129.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.7% |
| 7D | +11.3% | +0.4% | +10.9% | +10.8% |
| 30D | +2.9% | +4.3% | -1.3% | -1.5% |
| 3M | -2.9% | +2.0% | -4.9% | -4.9% |
| 6M | -1.2% | +10.2% | -11.4% | -10.0% |
| YTD | -1.3% | +14.8% | -16.1% | -13.2% |
| 1Y | +30.4% | +17.5% | +13.0% | +12.8% |
| 3Y | +195.3% | +67.4% | +127.9% | +73.9% |
| All | +195.3% | +66.1% | +129.2% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling