+281.3%
P vs VIG
+63.1%
+218.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +2.1% |
| 7D | +6.5% | -0.4% | +7.0% | +7.3% |
| 30D | +18.8% | -1.0% | +19.8% | +20.7% |
| 3M | +26.7% | +2.8% | +24.0% | +22.0% |
| 6M | +62.2% | +8.2% | +54.0% | +44.2% |
| YTD | +48.5% | +11.0% | +37.5% | +27.9% |
| 1Y | +26.4% | +16.1% | +10.2% | +1.8% |
| 3Y | +159.4% | +56.2% | +103.3% | +42.4% |
| All | +281.3% | +63.1% | +218.1% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling