+120.2%
FE vs VIG
+630.3%
-510.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -1.0% | -1.8% | +0.8% | +0.3% |
| 30D | +4.1% | +2.7% | +1.5% | +1.9% |
| 3M | -1.0% | 0.0% | -1.0% | -1.1% |
| 6M | +4.0% | +6.8% | -2.7% | -1.5% |
| YTD | +6.8% | +12.1% | -5.2% | -3.1% |
| 1Y | +5.3% | +14.8% | -9.5% | -6.4% |
| 3Y | +44.6% | +62.4% | -17.8% | -5.0% |
| 5Y | +44.2% | +59.6% | -15.4% | -4.8% |
| 10Y | +107.3% | +261.5% | -154.2% | -32.3% |
| All | +120.2% | +630.3% | -510.1% | -61.1% |
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