-30.1%
FDS vs VIG
+57.1%
-87.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.6% |
| 7D | -5.4% | -0.4% | -5.0% | -5.0% |
| 30D | +1.6% | -2.1% | +3.7% | +3.4% |
| 3M | +17.7% | +3.3% | +14.4% | +14.8% |
| 6M | +29.1% | +9.3% | +19.8% | +19.7% |
| YTD | +1.0% | +10.1% | -9.2% | -7.0% |
| 1Y | -21.6% | +14.7% | -36.3% | -30.4% |
| 3Y | -30.1% | +56.9% | -87.0% | -52.8% |
| All | -30.1% | +57.1% | -87.2% | -52.8% |
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