+686.8%
O vs VIG
+655.7%
+31.1%
-48.4%
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 | -0.4% | +3.1% | -3.5% | -3.8% |
| 30D | +8.3% | +5.0% | +3.2% | +2.3% |
| 3M | -4.0% | +2.7% | -6.7% | -7.0% |
| 6M | -2.6% | +11.0% | -13.6% | -13.6% |
| YTD | +9.9% | +16.0% | -6.1% | -7.6% |
| 1Y | +9.8% | +16.3% | -6.4% | -8.0% |
| 3Y | +39.7% | +66.8% | -27.1% | -24.5% |
| 5Y | +9.2% | +64.8% | -55.6% | -41.3% |
| 10Y | +81.5% | +263.6% | -182.1% | -64.4% |
| All | +686.8% | +655.7% | +31.1% | -45.7% |
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