+47.6%
F vs VIG
+58.6%
-11.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +2.1% |
| 7D | +5.3% | -0.4% | +5.8% | +5.9% |
| 30D | +4.6% | -1.0% | +5.6% | +6.0% |
| 3M | -3.7% | +2.8% | -6.4% | -7.2% |
| 6M | +16.8% | +8.2% | +8.6% | +5.3% |
| YTD | +15.3% | +11.0% | +4.3% | +0.5% |
| 1Y | +31.0% | +16.1% | +14.9% | +7.7% |
| All | +47.6% | +58.6% | -11.0% | -27.7% |
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 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