+200.5%
P vs VIG
+67.2%
+133.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.6% | +3.5% | +8.1% | +4.9% |
| 30D | -23.7% | +4.9% | -28.6% | -29.8% |
| 3M | -8.0% | +2.5% | -10.5% | -11.5% |
| 6M | +27.9% | +11.0% | +16.9% | +6.7% |
| YTD | +61.2% | +16.0% | +45.2% | +25.2% |
| 1Y | +28.6% | +17.5% | +11.1% | -2.7% |
| 3Y | +200.5% | +67.0% | +133.5% | +43.1% |
| All | +200.5% | +67.2% | +133.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling