+705.4%
O vs VIG
+623.5%
+81.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.3% |
| 30D | -1.9% | -1.0% | -0.9% | -0.8% |
| 3M | +3.8% | +2.8% | +1.1% | +0.5% |
| 6M | -4.7% | +8.2% | -12.9% | -13.1% |
| YTD | +12.5% | +11.0% | +1.5% | -0.6% |
| 1Y | +10.8% | +16.1% | -5.3% | -7.1% |
| 3Y | +28.8% | +56.2% | -27.4% | -24.9% |
| 5Y | +13.2% | +63.0% | -49.8% | -38.6% |
| 10Y | +53.5% | +241.4% | -188.0% | -67.6% |
| All | +705.4% | +623.5% | +81.8% | -41.5% |
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