+89.3%
B vs VIG
+648.1%
-558.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.9% |
| 7D | +11.3% | +0.4% | +10.9% | +11.1% |
| 30D | +2.9% | +4.3% | -1.3% | +0.7% |
| 3M | -2.9% | +2.0% | -4.9% | -3.8% |
| 6M | -1.2% | +10.2% | -11.4% | -5.8% |
| YTD | -1.3% | +14.8% | -16.1% | -7.6% |
| 1Y | +30.4% | +17.5% | +13.0% | +20.8% |
| 3Y | +195.3% | +67.4% | +127.9% | +130.0% |
| 5Y | +146.2% | +63.4% | +82.8% | +92.9% |
| 10Y | +200.5% | +259.9% | -59.4% | +52.0% |
| All | +89.3% | +648.1% | -558.8% | -48.4% |
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