+18.9%
ES vs VIG
+14.9%
+4.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -1.2% | -2.1% | +0.9% | -0.3% |
| 3M | +5.0% | +3.3% | +1.7% | +3.7% |
| 6M | -2.8% | +9.3% | -12.1% | -5.9% |
| YTD | +8.6% | +10.1% | -1.6% | +4.5% |
| 1Y | +18.9% | +14.7% | +4.2% | +12.3% |
| All | +18.9% | +14.9% | +4.1% | +12.3% |
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