+1,099.0%
NI vs VIG
+655.8%
+443.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.3% | +3.5% | +0.8% | +1.3% |
| 30D | +12.4% | +4.9% | +7.4% | +7.8% |
| 3M | +10.2% | +2.5% | +7.7% | +7.8% |
| 6M | -0.8% | +11.0% | -11.8% | -9.4% |
| YTD | +13.2% | +16.0% | -2.7% | -0.6% |
| 1Y | +10.1% | +17.5% | -7.5% | -4.6% |
| 3Y | +103.1% | +67.0% | +36.1% | +28.5% |
| 5Y | +115.5% | +64.8% | +50.8% | +36.7% |
| 10Y | +195.5% | +263.6% | -68.1% | -8.8% |
| All | +1,099.0% | +655.8% | +443.2% | +93.6% |
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