-10.8%
DOW vs VIG
+154.8%
-165.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.4% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | +0.4% | -1.0% | +1.3% | +1.5% |
| 3M | -14.4% | +2.8% | -17.2% | -17.9% |
| 6M | -7.0% | +8.2% | -15.2% | -17.5% |
| YTD | +30.2% | +11.0% | +19.2% | +12.0% |
| 1Y | +29.2% | +16.1% | +13.1% | +5.1% |
| 3Y | -36.7% | +56.2% | -92.9% | -64.5% |
| 5Y | -37.7% | +63.0% | -100.7% | -67.3% |
| All | -10.8% | +154.8% | -165.6% | -71.7% |
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