+660.3%
EL vs VIG
+655.7%
+4.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.7% | +3.1% | -0.4% | -0.8% |
| 30D | +10.8% | +5.0% | +5.8% | +4.9% |
| 3M | +26.5% | +2.7% | +23.8% | +23.0% |
| 6M | +31.1% | +11.0% | +20.2% | +17.1% |
| YTD | +6.6% | +16.0% | -9.3% | -8.9% |
| 1Y | +21.8% | +16.3% | +5.6% | +3.8% |
| 3Y | +1.8% | +66.8% | -65.1% | -40.2% |
| 5Y | -65.6% | +64.8% | -130.3% | -79.0% |
| 10Y | +60.3% | +263.6% | -203.2% | -56.2% |
| All | +660.3% | +655.7% | +4.6% | -5.2% |
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