+273.9%
DD vs VIG
+655.9%
-382.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.9% |
| 7D | +3.2% | -0.3% | +3.6% | +3.8% |
| 30D | +20.3% | +4.9% | +15.4% | +12.3% |
| 3M | +8.2% | +2.9% | +5.2% | +3.7% |
| 6M | +3.4% | +11.2% | -7.8% | -11.0% |
| YTD | +30.6% | +16.0% | +14.7% | +6.5% |
| 1Y | +30.6% | +17.0% | +13.7% | +5.2% |
| 3Y | +91.1% | +66.9% | +24.3% | -4.8% |
| 5Y | +68.6% | +65.8% | +2.8% | -15.0% |
| 10Y | +99.9% | +263.6% | -163.7% | -67.1% |
| All | +273.9% | +655.9% | -382.0% | -77.7% |
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