+826.9%
FDS vs VIG
+650.0%
+176.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -2.0% | +1.0% | -3.0% | -3.1% |
| 30D | +13.5% | +4.5% | +9.0% | +8.3% |
| 3M | +15.2% | +2.1% | +13.1% | +12.6% |
| 6M | +47.0% | +10.5% | +36.6% | +32.2% |
| YTD | +13.9% | +15.1% | -1.2% | -2.2% |
| 1Y | +25.2% | +16.9% | +8.3% | +5.6% |
| 3Y | -25.3% | +65.6% | -90.9% | -56.7% |
| 5Y | -23.3% | +64.4% | -87.7% | -55.2% |
| 10Y | +126.0% | +260.6% | -134.6% | -43.4% |
| All | +826.9% | +650.0% | +176.9% | +9.0% |
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