-34.9%
DOW vs VIG
+55.4%
-90.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.1% |
| 7D | -6.0% | -1.2% | -4.8% | -4.7% |
| 30D | -2.7% | -2.8% | +0.1% | +0.6% |
| 3M | -10.5% | +2.5% | -12.9% | -14.0% |
| 6M | -12.4% | +8.1% | -20.5% | -22.6% |
| YTD | +30.0% | +9.6% | +20.5% | +12.9% |
| 1Y | +27.8% | +14.2% | +13.6% | +4.8% |
| All | -34.9% | +55.4% | -90.3% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling