+768.6%
RL vs VIG
+648.1%
+120.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +2.6% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +7.3% | +4.3% | +3.1% | +1.9% |
| 3M | +1.0% | +2.0% | -1.0% | -1.3% |
| 6M | +11.8% | +10.2% | +1.6% | -1.3% |
| YTD | +13.6% | +14.8% | -1.2% | -4.7% |
| 1Y | +24.0% | +17.5% | +6.6% | +1.1% |
| 3Y | +256.6% | +67.4% | +189.2% | +85.0% |
| 5Y | +240.2% | +63.4% | +176.8% | +86.4% |
| 10Y | +373.0% | +259.9% | +113.1% | -6.6% |
| All | +768.6% | +648.1% | +120.6% | -41.7% |
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