-48.5%
TE vs VIG
+114.5%
-162.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.8% |
| 7D | +18.2% | -0.4% | +18.6% | +18.6% |
| 30D | -13.5% | -2.1% | -11.4% | -11.8% |
| 3M | -44.6% | +3.3% | -47.9% | -46.3% |
| 6M | -24.7% | +9.3% | -34.0% | -30.6% |
| YTD | -24.3% | +10.1% | -34.4% | -30.5% |
| 1Y | +155.6% | +14.7% | +140.8% | +126.6% |
| 3Y | -18.3% | +56.9% | -75.2% | -40.2% |
| 5Y | -41.3% | +62.9% | -104.2% | -57.7% |
| All | -48.5% | +114.5% | -162.9% | -63.2% |
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