-30.2%
EL vs VIG
+57.1%
-87.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -0.7% |
| 7D | +1.7% | -0.4% | +2.1% | +2.4% |
| 30D | +15.5% | -2.1% | +17.6% | +19.9% |
| 3M | +20.6% | +3.3% | +17.2% | +14.2% |
| 6M | +10.5% | +9.3% | +1.2% | -4.8% |
| YTD | -1.9% | +10.1% | -12.0% | -16.1% |
| 1Y | +16.1% | +14.7% | +1.4% | -7.3% |
| 3Y | -30.2% | +56.9% | -87.2% | -67.8% |
| All | -30.2% | +57.1% | -87.3% | -67.8% |
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