+360.8%
T vs VIG
+650.0%
-289.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.4% |
| 7D | +2.6% | +1.0% | +1.6% | +1.7% |
| 30D | -1.1% | +4.5% | -5.6% | -4.6% |
| 3M | -7.7% | +2.1% | -9.8% | -9.4% |
| 6M | -10.6% | +10.5% | -21.1% | -17.6% |
| YTD | -7.5% | +15.1% | -22.5% | -17.8% |
| 1Y | -7.4% | +16.9% | -24.3% | -18.9% |
| 3Y | +63.1% | +65.6% | -2.5% | +5.6% |
| 5Y | +55.2% | +64.4% | -9.2% | -0.3% |
| 10Y | +58.8% | +260.6% | -201.8% | -49.1% |
| All | +360.8% | +650.0% | -289.2% | -23.9% |
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 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