+152.3%
EXC vs VIG
+650.0%
-497.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -0.9% |
| 30D | +9.0% | +4.5% | +4.5% | +4.7% |
| 3M | +3.3% | +2.1% | +1.2% | +1.3% |
| 6M | +5.7% | +10.5% | -4.8% | -3.4% |
| YTD | +7.3% | +15.1% | -7.7% | -5.8% |
| 1Y | +2.9% | +16.9% | -14.0% | -11.0% |
| 3Y | +29.3% | +65.6% | -36.2% | -20.1% |
| 5Y | +40.1% | +64.4% | -24.3% | -13.8% |
| 10Y | +197.7% | +260.6% | -63.0% | -10.5% |
| All | +152.3% | +650.0% | -497.7% | -60.9% |
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