+64.2%
T vs VIG
+62.2%
+2.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | -3.1% | -1.2% | -1.9% | -2.6% |
| 30D | +4.6% | -2.8% | +7.4% | +6.0% |
| 3M | +12.2% | +2.5% | +9.8% | +11.0% |
| 6M | -6.5% | +8.1% | -14.5% | -9.8% |
| YTD | +4.9% | +9.6% | -4.7% | +0.3% |
| 1Y | -10.5% | +14.2% | -24.6% | -16.2% |
| 3Y | +104.6% | +56.1% | +48.5% | +59.1% |
| 5Y | +64.2% | +62.8% | +1.4% | +18.0% |
| All | +64.2% | +62.2% | +2.0% | +18.0% |
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