+121.8%
FE vs VIG
+623.5%
-501.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +1.9% | -0.4% | +2.4% | +2.3% |
| 30D | -1.2% | -1.0% | -0.2% | -0.4% |
| 3M | +3.5% | +2.8% | +0.7% | +1.1% |
| 6M | -6.1% | +8.2% | -14.3% | -12.1% |
| YTD | +7.6% | +11.0% | -3.4% | -1.5% |
| 1Y | +11.9% | +16.1% | -4.2% | -1.4% |
| 3Y | +48.4% | +56.2% | -7.7% | +0.9% |
| 5Y | +44.8% | +63.0% | -18.2% | -6.1% |
| 10Y | +115.9% | +241.4% | -125.5% | -26.0% |
| All | +121.8% | +623.5% | -501.7% | -60.4% |
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