+0.6%
ES vs VIG
+17.7%
-17.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +6.7% | +4.9% | +1.8% | +4.4% |
| 3M | +0.3% | +2.9% | -2.6% | -1.1% |
| 6M | +7.4% | +11.2% | -3.8% | +2.9% |
| YTD | +8.4% | +16.0% | -7.6% | +2.2% |
| 1Y | +0.6% | +17.0% | -16.3% | -5.4% |
| All | +0.6% | +17.7% | -17.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling