-23.8%
FDS vs VIG
+14.1%
-37.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -8.8% | -1.2% | -7.6% | -8.1% |
| 30D | -1.4% | -2.8% | +1.5% | +0.3% |
| 3M | +13.9% | +2.5% | +11.4% | +13.2% |
| 6M | +27.4% | +8.1% | +19.3% | +22.1% |
| YTD | -2.5% | +9.6% | -12.0% | -7.4% |
| 1Y | -23.8% | +14.2% | -37.9% | -31.9% |
| All | -23.8% | +14.1% | -37.9% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling