+851.7%
FIVE vs VIG
+453.5%
+398.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.7% |
| 7D | +4.3% | -0.4% | +4.7% | +4.8% |
| 30D | +12.5% | -1.0% | +13.5% | +14.1% |
| 3M | +31.2% | +2.8% | +28.5% | +26.2% |
| 6M | +14.4% | +8.2% | +6.2% | +2.3% |
| YTD | +33.9% | +11.0% | +22.9% | +15.7% |
| 1Y | +65.1% | +16.1% | +48.9% | +34.5% |
| 3Y | +49.0% | +56.2% | -7.2% | -17.4% |
| 5Y | +30.3% | +63.0% | -32.7% | -29.9% |
| 10Y | +481.1% | +241.4% | +239.7% | +35.8% |
| All | +851.7% | +453.5% | +398.2% | +21.8% |
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