+12,971.8%
FIX vs VIG
+623.5%
+12,348.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +6.0% | -0.4% | +6.5% | +6.6% |
| 30D | -7.2% | -1.0% | -6.3% | -6.1% |
| 3M | -15.9% | +2.8% | -18.6% | -18.9% |
| 6M | +12.7% | +8.2% | +4.5% | +2.0% |
| YTD | +72.8% | +11.0% | +61.8% | +51.1% |
| 1Y | +122.9% | +16.1% | +106.7% | +84.5% |
| 3Y | +774.3% | +56.2% | +718.2% | +401.7% |
| 5Y | +2,049.5% | +63.0% | +1,986.5% | +1,076.1% |
| 10Y | +5,821.5% | +241.4% | +5,580.0% | +1,171.5% |
| All | +12,971.8% | +623.5% | +12,348.2% | +897.9% |
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