-61.8%
C vs VIG
+648.1%
-709.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | -1.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.7% |
| 30D | -5.4% | +4.3% | -9.7% | -12.3% |
| 3M | -9.2% | +2.0% | -11.2% | -12.4% |
| 6M | -1.8% | +10.2% | -12.0% | -17.4% |
| YTD | +6.7% | +14.8% | -8.1% | -16.2% |
| 1Y | +23.5% | +17.5% | +6.1% | -6.9% |
| 3Y | +219.8% | +67.4% | +152.4% | +28.5% |
| 5Y | +112.4% | +63.4% | +49.0% | -12.9% |
| 10Y | +220.1% | +259.9% | -39.8% | -72.0% |
| All | -61.8% | +648.1% | -709.9% | -99.0% |
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 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