+34.4%
ED vs VIG
+57.1%
-22.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +1.1% | -2.1% | +3.2% | +1.4% |
| 3M | +4.6% | +3.3% | +1.3% | +4.1% |
| 6M | -2.0% | +9.3% | -11.2% | -3.3% |
| YTD | +11.7% | +10.1% | +1.6% | +9.9% |
| 1Y | +15.7% | +14.7% | +1.0% | +12.7% |
| 3Y | +34.4% | +56.9% | -22.6% | +9.8% |
| All | +34.4% | +57.1% | -22.7% | +9.8% |
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