-35.5%
DOW vs VIG
+61.5%
-97.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | -2.4% | -2.2% | -0.1% | 0.0% |
| 30D | -4.1% | -3.2% | -0.9% | -0.7% |
| 3M | -12.4% | +3.0% | -15.5% | -15.8% |
| 6M | -10.6% | +8.1% | -18.8% | -19.5% |
| YTD | +31.1% | +9.1% | +22.0% | +17.3% |
| 1Y | +30.5% | +12.6% | +17.9% | +13.0% |
| 3Y | -34.4% | +55.4% | -89.8% | -59.2% |
| 5Y | -35.5% | +62.8% | -98.3% | -62.6% |
| All | -35.5% | +61.5% | -97.0% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling