+216.2%
DD vs VIG
+623.5%
-407.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.0% |
| 7D | -3.5% | -0.4% | -3.1% | -2.9% |
| 30D | -10.3% | -1.0% | -9.3% | -9.1% |
| 3M | -7.5% | +2.8% | -10.3% | -11.0% |
| 6M | -8.0% | +8.2% | -16.2% | -17.4% |
| YTD | +10.5% | +11.0% | -0.6% | -4.1% |
| 1Y | +38.3% | +16.1% | +22.1% | +12.8% |
| 3Y | +42.5% | +56.2% | -13.7% | -22.1% |
| 5Y | +60.2% | +63.0% | -2.8% | -17.1% |
| 10Y | +68.9% | +241.4% | -172.6% | -69.6% |
| All | +216.2% | +623.5% | -407.4% | -79.9% |
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