+264.8%
F vs VIG
+630.3%
-365.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +1.6% | -1.8% | +3.3% | +3.9% |
| 30D | +2.6% | +2.7% | 0.0% | -1.0% |
| 3M | -8.8% | 0.0% | -8.8% | -8.7% |
| 6M | +4.6% | +6.8% | -2.1% | -4.0% |
| YTD | -1.9% | +12.1% | -14.0% | -15.5% |
| 1Y | -0.8% | +14.8% | -15.6% | -17.2% |
| 3Y | +43.5% | +62.4% | -18.9% | -24.3% |
| 5Y | -12.1% | +59.6% | -71.6% | -50.9% |
| 10Y | +83.6% | +261.5% | -177.8% | -66.0% |
| All | +264.8% | +630.3% | -365.5% | -68.9% |
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