+365.9%
T vs VIG
+655.7%
-289.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | +3.1% | -1.4% | -0.8% |
| 30D | -2.9% | +5.0% | -8.0% | -6.7% |
| 3M | -7.5% | +2.7% | -10.2% | -9.5% |
| 6M | -9.9% | +11.0% | -20.9% | -17.2% |
| YTD | -6.4% | +16.0% | -22.4% | -17.4% |
| 1Y | -9.4% | +16.3% | -25.7% | -20.2% |
| 3Y | +64.9% | +66.8% | -2.0% | +6.1% |
| 5Y | +57.0% | +64.8% | -7.8% | +0.7% |
| 10Y | +60.8% | +263.6% | -202.8% | -48.7% |
| All | +365.9% | +655.7% | -289.9% | -23.6% |
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