+21.7%
M vs VIG
+648.1%
-626.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +4.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +10.1% | +4.3% | +5.8% | +3.7% |
| 3M | -0.9% | +2.0% | -3.0% | -3.4% |
| 6M | +30.2% | +10.2% | +20.0% | +12.8% |
| YTD | +16.3% | +14.8% | +1.5% | -5.4% |
| 1Y | +27.0% | +17.5% | +9.5% | -0.2% |
| 3Y | +154.5% | +67.4% | +87.1% | +18.1% |
| 5Y | -1.1% | +63.4% | -64.4% | -50.1% |
| 10Y | +0.5% | +259.9% | -259.4% | -84.4% |
| All | +21.7% | +648.1% | -626.4% | -93.7% |
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 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