+116.3%
M vs VIG
+57.1%
+59.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.3% |
| 7D | +2.4% | -0.4% | +2.8% | +3.1% |
| 30D | -11.6% | -2.1% | -9.5% | -8.4% |
| 3M | +1.6% | +3.3% | -1.7% | -3.7% |
| 6M | +25.2% | +9.3% | +15.9% | +8.0% |
| YTD | +3.8% | +10.1% | -6.4% | -11.5% |
| 1Y | +36.3% | +14.7% | +21.6% | +8.8% |
| 3Y | +116.3% | +56.9% | +59.4% | -3.7% |
| All | +116.3% | +57.1% | +59.3% | -3.7% |
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 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