+915.9%
NDAQ vs VIG
+623.5%
+292.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | +2.5% | -1.0% | +3.4% | +3.7% |
| 3M | +9.9% | +2.8% | +7.2% | +6.1% |
| 6M | +9.4% | +8.2% | +1.2% | -1.5% |
| YTD | +0.4% | +11.0% | -10.6% | -12.5% |
| 1Y | +4.0% | +16.1% | -12.1% | -14.6% |
| 3Y | +94.4% | +56.2% | +38.2% | +8.0% |
| 5Y | +56.7% | +63.0% | -6.3% | -18.6% |
| 10Y | +375.3% | +241.4% | +133.9% | -16.3% |
| All | +915.9% | +623.5% | +292.3% | -47.8% |
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