+828.5%
LOW vs VIG
+623.5%
+205.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.2% |
| 30D | -7.0% | -1.0% | -6.1% | -5.9% |
| 3M | -0.9% | +2.8% | -3.6% | -4.0% |
| 6M | -20.1% | +8.2% | -28.3% | -27.1% |
| YTD | -13.9% | +11.0% | -24.9% | -23.8% |
| 1Y | -21.1% | +16.1% | -37.3% | -34.0% |
| 3Y | -6.6% | +56.2% | -62.8% | -45.3% |
| 5Y | +9.4% | +63.0% | -53.6% | -38.8% |
| 10Y | +220.5% | +241.4% | -20.9% | -24.1% |
| All | +828.5% | +623.5% | +205.0% | -8.3% |
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 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