-68.4%
EL vs VIG
+62.2%
-130.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.0% |
| 7D | -2.4% | -1.2% | -1.2% | -0.5% |
| 30D | +13.7% | -2.8% | +16.5% | +19.2% |
| 3M | +14.5% | +2.5% | +12.0% | +10.4% |
| 6M | +7.4% | +8.1% | -0.7% | -4.7% |
| YTD | -4.7% | +9.6% | -14.3% | -16.9% |
| 1Y | +12.9% | +14.2% | -1.2% | -7.5% |
| 3Y | -32.2% | +56.1% | -88.3% | -65.0% |
| 5Y | -68.4% | +62.8% | -131.2% | -83.7% |
| All | -68.4% | +62.2% | -130.6% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling