+2,105.4%
FIX vs VIG
+63.1%
+2,042.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.6% |
| 7D | +6.0% | -0.4% | +6.5% | +6.7% |
| 30D | -7.2% | -1.0% | -6.3% | -6.0% |
| 3M | -15.9% | +2.8% | -18.6% | -19.4% |
| 6M | +12.7% | +8.2% | +4.5% | +0.2% |
| YTD | +72.8% | +11.0% | +61.8% | +47.8% |
| 1Y | +122.9% | +16.1% | +106.7% | +79.4% |
| 3Y | +774.3% | +56.2% | +718.2% | +383.8% |
| All | +2,105.4% | +63.1% | +2,042.3% | +1,062.3% |
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