+469.1%
P vs VIG
+294.1%
+175.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.1% |
| 7D | -23.8% | -1.8% | -22.0% | -21.5% |
| 30D | -36.6% | +2.7% | -39.3% | -38.8% |
| 3M | +10.9% | 0.0% | +10.9% | +11.4% |
| 6M | +30.0% | +6.8% | +23.2% | +19.3% |
| YTD | +44.4% | +12.1% | +32.3% | +24.5% |
| 1Y | +3.9% | +14.8% | -10.9% | -13.5% |
| 3Y | +176.6% | +62.4% | +114.2% | +46.9% |
| 5Y | +249.3% | +59.6% | +189.7% | +92.4% |
| 10Y | +726.9% | +261.5% | +465.5% | +72.0% |
| All | +469.1% | +294.1% | +175.0% | +15.3% |
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