+131.6%
C vs VIG
+63.6%
+68.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | +3.2% | -0.4% | +3.6% | +3.7% |
| 30D | +1.3% | -2.1% | +3.4% | +4.2% |
| 3M | +3.1% | +3.3% | -0.2% | -1.1% |
| 6M | +29.6% | +9.3% | +20.3% | +15.7% |
| YTD | +19.0% | +10.1% | +8.8% | +5.4% |
| 1Y | +45.6% | +14.7% | +30.9% | +22.7% |
| 3Y | +269.3% | +56.9% | +212.3% | +118.3% |
| 5Y | +131.6% | +62.9% | +68.7% | +28.0% |
| All | +131.6% | +63.6% | +68.0% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling