+12.6%
M vs VIG
+630.3%
-617.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.0% |
| 7D | -4.3% | -1.8% | -2.5% | -1.3% |
| 30D | +1.3% | +2.7% | -1.4% | -2.4% |
| 3M | -7.4% | 0.0% | -7.3% | -6.9% |
| 6M | +18.3% | +6.8% | +11.6% | +7.6% |
| YTD | +7.6% | +12.1% | -4.5% | -9.3% |
| 1Y | +17.4% | +14.8% | +2.6% | -4.5% |
| 3Y | +108.4% | +62.4% | +45.9% | +1.2% |
| 5Y | -10.6% | +59.6% | -70.2% | -53.3% |
| 10Y | -3.2% | +261.5% | -264.6% | -85.1% |
| All | +12.6% | +630.3% | -617.8% | -94.0% |
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 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