+219.1%
TER vs VIG
+63.6%
+155.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +5.8% |
| 7D | +11.0% | -0.4% | +11.4% | +11.7% |
| 30D | -1.9% | -2.1% | +0.2% | +2.0% |
| 3M | -0.7% | +3.3% | -4.0% | -7.2% |
| 6M | +36.4% | +9.3% | +27.1% | +16.0% |
| YTD | +92.4% | +10.1% | +82.3% | +62.3% |
| 1Y | +213.5% | +14.7% | +198.8% | +146.6% |
| 3Y | +277.2% | +56.9% | +220.3% | +73.9% |
| 5Y | +219.1% | +62.9% | +156.2% | +45.1% |
| All | +219.1% | +63.6% | +155.6% | +45.1% |
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