-53.2%
S vs VIG
+72.1%
-125.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.2% |
| 7D | -7.7% | -0.4% | -7.3% | -7.0% |
| 30D | -5.3% | -1.0% | -4.4% | -3.7% |
| 3M | +20.3% | +2.8% | +17.5% | +14.7% |
| 6M | +47.4% | +8.2% | +39.2% | +27.8% |
| YTD | +32.5% | +11.0% | +21.5% | +9.9% |
| 1Y | +9.5% | +16.1% | -6.6% | -16.2% |
| 3Y | +15.5% | +56.2% | -40.6% | -48.0% |
| 5Y | -71.2% | +63.0% | -134.2% | -87.7% |
| All | -53.2% | +72.1% | -125.3% | -78.6% |
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