-77.1%
SE vs VIG
+63.4%
-140.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | -1.5% |
| 7D | +3.3% | +0.4% | +2.9% | +2.6% |
| 30D | -18.2% | +4.3% | -22.4% | -24.3% |
| 3M | -31.3% | +2.0% | -33.3% | -33.9% |
| 6M | -10.1% | +10.2% | -20.3% | -25.3% |
| YTD | -38.9% | +14.8% | -53.7% | -53.0% |
| 1Y | -48.0% | +17.5% | -65.5% | -61.8% |
| 3Y | +78.8% | +67.4% | +11.4% | -38.4% |
| 5Y | -77.1% | +63.4% | -140.5% | -91.5% |
| All | -77.1% | +63.4% | -140.5% | -91.5% |
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