+100.4%
B vs VIG
+623.5%
-523.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | +9.4% | -1.0% | +10.4% | +10.0% |
| 3M | +5.0% | +2.8% | +2.2% | +3.7% |
| 6M | -3.5% | +8.2% | -11.7% | -7.1% |
| YTD | +4.5% | +11.0% | -6.6% | -0.6% |
| 1Y | +67.8% | +16.1% | +51.6% | +56.4% |
| 3Y | +196.7% | +56.2% | +140.5% | +139.1% |
| 5Y | +151.9% | +63.0% | +88.9% | +97.6% |
| 10Y | +202.2% | +241.4% | -39.3% | +57.2% |
| All | +100.4% | +623.5% | -523.2% | -44.5% |
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