-71.5%
S vs VIG
+63.6%
-135.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -0.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.2% |
| 30D | -9.2% | -2.1% | -7.1% | -5.7% |
| 3M | +23.4% | +3.3% | +20.0% | +16.3% |
| 6M | +36.9% | +9.3% | +27.6% | +16.3% |
| YTD | +29.5% | +10.1% | +19.4% | +8.4% |
| 1Y | +5.4% | +14.7% | -9.3% | -18.2% |
| 3Y | +14.7% | +56.9% | -42.2% | -50.3% |
| 5Y | -71.5% | +62.9% | -134.4% | -87.8% |
| All | -71.5% | +63.6% | -135.1% | -87.8% |
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