+47.9%
ED vs VIG
+67.1%
-19.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +12.4% | +4.5% | +7.9% | +11.7% |
| 3M | +13.1% | +2.1% | +11.1% | +12.7% |
| 6M | +14.1% | +10.5% | +3.6% | +12.6% |
| YTD | +23.1% | +15.1% | +8.0% | +20.7% |
| 1Y | +25.4% | +16.9% | +8.6% | +22.7% |
| 3Y | +47.9% | +65.6% | -17.7% | +12.9% |
| All | +47.9% | +67.1% | -19.2% | +12.9% |
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