-53.6%
IT vs VIG
+67.2%
-120.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +3.5% | -2.4% | -3.1% |
| 30D | -1.8% | +4.9% | -6.8% | -7.3% |
| 3M | +4.8% | +2.5% | +2.3% | +1.9% |
| 6M | +33.0% | +11.0% | +22.0% | +18.1% |
| YTD | -23.8% | +16.0% | -39.8% | -35.7% |
| 1Y | -16.5% | +17.5% | -34.1% | -30.8% |
| 3Y | -53.6% | +67.0% | -120.6% | -75.0% |
| All | -53.6% | +67.2% | -120.8% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling