+2,357.4%
EW vs VIG
+623.5%
+1,733.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -0.3% | -0.4% | +0.1% | 0.0% |
| 30D | +1.0% | -1.0% | +2.0% | +1.9% |
| 3M | +2.8% | +2.8% | 0.0% | +0.4% |
| 6M | +5.5% | +8.2% | -2.7% | -1.5% |
| YTD | +5.5% | +11.0% | -5.6% | -3.8% |
| 1Y | +11.0% | +16.1% | -5.1% | -2.7% |
| 3Y | +17.7% | +56.2% | -38.5% | -21.0% |
| 5Y | -25.7% | +63.0% | -88.7% | -51.5% |
| 10Y | +132.8% | +241.4% | -108.6% | -14.9% |
| All | +2,357.4% | +623.5% | +1,733.9% | +416.9% |
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