+758.6%
FDS vs VIG
+623.5%
+135.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | +9.0% | -1.0% | +10.0% | +10.2% |
| 3M | +18.9% | +2.8% | +16.1% | +15.5% |
| 6M | +35.1% | +8.2% | +26.9% | +23.9% |
| YTD | +5.5% | +11.0% | -5.5% | -5.8% |
| 1Y | -16.8% | +16.1% | -33.0% | -29.3% |
| 3Y | -28.1% | +56.2% | -84.2% | -55.6% |
| 5Y | -17.4% | +63.0% | -80.4% | -51.4% |
| 10Y | +85.4% | +241.4% | -156.0% | -50.7% |
| All | +758.6% | +623.5% | +135.1% | +4.9% |
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