+433.3%
T vs VIG
+623.5%
-190.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | -1.3% | -0.4% | -0.8% | -0.9% |
| 30D | +11.4% | -1.0% | +12.3% | +12.2% |
| 3M | +14.3% | +2.8% | +11.5% | +11.7% |
| 6M | -9.3% | +8.2% | -17.5% | -15.1% |
| YTD | +7.1% | +11.0% | -3.9% | -2.0% |
| 1Y | -9.1% | +16.1% | -25.2% | -19.9% |
| 3Y | +105.3% | +56.2% | +49.2% | +39.5% |
| 5Y | +66.8% | +63.0% | +3.8% | +7.8% |
| 10Y | +66.8% | +241.4% | -174.6% | -44.0% |
| All | +433.3% | +623.5% | -190.2% | -9.3% |
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