+21.3%
EXC vs VIG
+57.1%
-35.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -2.7% | -2.1% | -0.6% | -2.1% |
| 3M | -1.0% | +3.3% | -4.3% | -2.0% |
| 6M | -9.3% | +9.3% | -18.5% | -11.8% |
| YTD | +3.6% | +10.1% | -6.5% | +0.2% |
| 1Y | +5.9% | +14.7% | -8.8% | +0.9% |
| 3Y | +21.3% | +56.9% | -35.6% | -10.8% |
| All | +21.3% | +57.1% | -35.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling