-75.0%
FRSH vs VIG
+67.1%
-142.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -1.0% |
| 7D | -6.6% | -1.1% | -5.5% | -4.9% |
| 30D | +2.1% | -2.7% | +4.8% | +7.0% |
| 3M | +29.0% | +2.5% | +26.4% | +23.7% |
| 6M | +48.6% | +9.2% | +39.4% | +27.2% |
| YTD | -2.9% | +9.8% | -12.8% | -17.8% |
| 1Y | -7.9% | +12.4% | -20.3% | -25.2% |
| 3Y | -46.5% | +55.9% | -102.4% | -76.0% |
| All | -75.0% | +67.1% | -142.1% | -89.6% |
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