+63.1%
T vs VIG
+67.1%
-4.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -1.1% | +4.5% | -5.6% | -2.2% |
| 3M | -7.7% | +2.1% | -9.8% | -8.2% |
| 6M | -10.6% | +10.5% | -21.1% | -12.8% |
| YTD | -7.5% | +15.1% | -22.5% | -10.7% |
| 1Y | -7.4% | +16.9% | -24.3% | -11.1% |
| 3Y | +63.1% | +65.6% | -2.5% | +44.9% |
| All | +63.1% | +67.1% | -4.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling