+51.9%
FIVE vs VIG
+56.4%
-4.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.8% |
| 7D | +4.3% | -0.4% | +4.7% | +4.9% |
| 30D | +12.5% | -1.0% | +13.5% | +14.3% |
| 3M | +31.2% | +2.8% | +28.5% | +25.4% |
| 6M | +14.4% | +8.2% | +6.2% | +0.5% |
| YTD | +33.9% | +11.0% | +22.9% | +12.9% |
| 1Y | +65.1% | +16.1% | +48.9% | +29.8% |
| All | +51.9% | +56.4% | -4.5% | -20.7% |
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