+663.3%
RL vs VIG
+623.5%
+39.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.2% |
| 30D | -7.8% | -1.0% | -6.8% | -6.5% |
| 3M | -4.0% | +2.8% | -6.8% | -7.3% |
| 6M | -1.9% | +8.2% | -10.1% | -11.2% |
| YTD | -0.2% | +11.0% | -11.2% | -12.7% |
| 1Y | +10.7% | +16.1% | -5.5% | -8.7% |
| 3Y | +210.8% | +56.2% | +154.6% | +76.1% |
| 5Y | +238.2% | +63.0% | +175.2% | +85.3% |
| 10Y | +313.4% | +241.4% | +71.9% | -12.8% |
| All | +663.3% | +623.5% | +39.8% | -46.7% |
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