+8,159.4%
FIX vs VIG
+630.3%
+7,529.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +6.0% |
| 7D | -17.5% | -1.8% | -15.7% | -15.6% |
| 30D | -41.6% | +2.7% | -44.2% | -43.9% |
| 3M | -40.6% | 0.0% | -40.6% | -40.8% |
| 6M | -49.4% | +6.8% | -56.1% | -53.8% |
| YTD | +9.2% | +12.1% | -2.9% | -6.0% |
| 1Y | +6.5% | +14.8% | -8.4% | -11.1% |
| 3Y | +448.7% | +62.4% | +386.3% | +198.1% |
| 5Y | +948.7% | +59.6% | +889.2% | +487.1% |
| 10Y | +3,659.7% | +261.5% | +3,398.2% | +647.4% |
| All | +8,159.4% | +630.3% | +7,529.1% | +520.7% |
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