+328.7%
F vs VIG
+623.5%
-294.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | +16.8% | +8.2% | +8.6% | +5.4% |
| YTD | +15.3% | +11.0% | +4.3% | +0.6% |
| 1Y | +31.0% | +16.1% | +14.9% | +7.7% |
| 3Y | +45.4% | +56.2% | -10.7% | -19.0% |
| 5Y | +54.7% | +63.0% | -8.3% | -16.0% |
| 10Y | +98.2% | +241.4% | -143.2% | -60.3% |
| All | +328.7% | +623.5% | -294.8% | -63.0% |
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