-29.4%
EW vs VIG
+62.2%
-91.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -5.1% | -1.2% | -3.9% | -4.0% |
| 30D | -6.4% | -2.8% | -3.5% | -3.6% |
| 3M | -1.6% | +2.5% | -4.0% | -3.9% |
| 6M | +2.3% | +8.1% | -5.8% | -5.4% |
| YTD | +1.1% | +9.6% | -8.5% | -7.7% |
| 1Y | +8.0% | +14.2% | -6.2% | -5.5% |
| 3Y | +16.3% | +56.1% | -39.8% | -28.9% |
| 5Y | -29.4% | +62.8% | -92.2% | -57.7% |
| All | -29.4% | +62.2% | -91.6% | -57.7% |
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