+806.8%
FIVE vs VIG
+458.7%
+348.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -0.3% | -1.8% | +1.5% | +2.4% |
| 30D | +17.7% | +2.7% | +15.0% | +13.6% |
| 3M | +4.0% | 0.0% | +4.0% | +4.3% |
| 6M | +2.6% | +6.8% | -4.1% | -6.3% |
| YTD | +27.6% | +12.1% | +15.5% | +9.0% |
| 1Y | +59.9% | +14.8% | +45.1% | +32.2% |
| 3Y | +35.8% | +62.4% | -26.6% | -28.6% |
| 5Y | +14.4% | +59.6% | -45.1% | -36.7% |
| 10Y | +576.1% | +261.5% | +314.7% | +48.4% |
| All | +806.8% | +458.7% | +348.1% | +14.7% |
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 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