-48.5%
TE vs VIG
+61.5%
-109.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -5.8% |
| 7D | +0.9% | -2.2% | +3.1% | +5.5% |
| 30D | -16.3% | -3.2% | -13.1% | -10.6% |
| 3M | -40.8% | +3.0% | -43.8% | -44.3% |
| 6M | -42.6% | +8.1% | -50.7% | -50.7% |
| YTD | -31.4% | +9.1% | -40.5% | -42.0% |
| 1Y | +144.9% | +12.6% | +132.3% | +95.7% |
| 3Y | -26.0% | +55.4% | -81.4% | -64.9% |
| 5Y | -48.5% | +62.8% | -111.3% | -74.8% |
| All | -48.5% | +61.5% | -109.9% | -74.8% |
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