+327.3%
D vs VIG
+630.3%
-303.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +3.0% | -1.8% | +4.8% | +4.3% |
| 30D | +11.5% | +2.7% | +8.8% | +9.3% |
| 3M | +3.7% | 0.0% | +3.8% | +3.7% |
| 6M | +13.5% | +6.8% | +6.8% | +8.1% |
| YTD | +20.7% | +12.1% | +8.7% | +10.7% |
| 1Y | +18.2% | +14.8% | +3.4% | +6.3% |
| 3Y | +73.3% | +62.4% | +10.9% | +19.5% |
| 5Y | +12.3% | +59.6% | -47.3% | -22.2% |
| 10Y | +43.4% | +261.5% | -218.1% | -46.5% |
| All | +327.3% | +630.3% | -303.1% | -5.8% |
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