+690.5%
O vs VIG
+650.0%
+40.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +3.5% | +1.0% | +2.6% | +2.2% |
| 30D | +10.4% | +4.5% | +5.9% | +4.9% |
| 3M | -2.4% | +2.1% | -4.5% | -4.8% |
| 6M | -1.2% | +10.5% | -11.7% | -11.9% |
| YTD | +10.4% | +15.1% | -4.7% | -6.4% |
| 1Y | +11.4% | +16.9% | -5.5% | -7.3% |
| 3Y | +40.4% | +65.6% | -25.2% | -23.5% |
| 5Y | +12.1% | +64.4% | -52.2% | -39.6% |
| 10Y | +82.7% | +260.6% | -177.9% | -63.9% |
| All | +690.5% | +650.0% | +40.5% | -44.9% |
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