-62.8%
C vs VIG
+630.3%
-693.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -2.4% | -1.8% | -0.6% | +0.8% |
| 30D | -6.0% | +2.7% | -8.7% | -10.3% |
| 3M | -10.5% | 0.0% | -10.5% | -10.5% |
| 6M | -5.7% | +6.8% | -12.5% | -16.0% |
| YTD | +4.1% | +12.1% | -7.9% | -14.6% |
| 1Y | +20.5% | +14.8% | +5.7% | -5.4% |
| 3Y | +208.1% | +62.4% | +145.7% | +30.8% |
| 5Y | +110.4% | +59.6% | +50.9% | -10.0% |
| 10Y | +234.6% | +261.5% | -26.9% | -71.2% |
| All | -62.8% | +630.3% | -693.1% | -98.9% |
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 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