+36.6%
FIVE vs VIG
+63.1%
-26.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.5% |
| 6M | +14.4% | +8.2% | +6.2% | +0.7% |
| YTD | +33.9% | +11.0% | +22.9% | +13.3% |
| 1Y | +65.1% | +16.1% | +48.9% | +30.5% |
| 3Y | +49.0% | +56.2% | -7.2% | -24.1% |
| All | +36.6% | +63.1% | -26.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling