+485.2%
ED vs VIG
+623.5%
-138.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -0.1% | -1.0% | +0.8% | +0.4% |
| 3M | +3.9% | +2.8% | +1.2% | +2.2% |
| 6M | -3.0% | +8.2% | -11.2% | -7.5% |
| YTD | +10.7% | +11.0% | -0.3% | +3.9% |
| 1Y | +13.3% | +16.1% | -2.8% | +3.5% |
| 3Y | +34.5% | +56.2% | -21.7% | +1.8% |
| 5Y | +67.1% | +63.0% | +4.2% | +22.3% |
| 10Y | +103.0% | +241.4% | -138.4% | -5.7% |
| All | +485.2% | +623.5% | -138.3% | +69.9% |
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 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