+720.8%
RL vs VIG
+630.3%
+90.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -4.2% | -1.8% | -2.4% | -1.6% |
| 30D | +4.3% | +2.7% | +1.6% | +1.0% |
| 3M | -4.6% | 0.0% | -4.6% | -4.3% |
| 6M | +1.7% | +6.8% | -5.0% | -6.3% |
| YTD | +7.3% | +12.1% | -4.7% | -7.1% |
| 1Y | +20.8% | +14.8% | +6.0% | +1.4% |
| 3Y | +247.0% | +62.4% | +184.5% | +87.3% |
| 5Y | +225.5% | +59.6% | +165.9% | +83.9% |
| 10Y | +363.0% | +261.5% | +101.6% | -9.2% |
| All | +720.8% | +630.3% | +90.4% | -43.2% |
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