+64.3%
FDS vs VIG
+247.5%
-183.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.4% |
| 7D | -16.0% | -2.2% | -13.8% | -14.0% |
| 30D | -6.7% | -3.2% | -3.5% | -3.5% |
| 3M | +6.0% | +3.0% | +2.9% | +3.0% |
| 6M | +25.1% | +8.1% | +17.0% | +15.3% |
| YTD | -8.1% | +9.1% | -17.2% | -16.1% |
| 1Y | -26.0% | +12.6% | -38.6% | -34.6% |
| 3Y | -36.4% | +55.4% | -91.8% | -59.9% |
| 5Y | -27.7% | +62.8% | -90.5% | -56.7% |
| All | +64.3% | +247.5% | -183.3% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling