+1,483.2%
TER vs VIG
+648.1%
+835.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.3% | +8.9% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -38.9% | +4.3% | -43.2% | -42.6% |
| 3M | -35.1% | +2.0% | -37.2% | -37.1% |
| 6M | -31.6% | +10.2% | -41.8% | -40.9% |
| YTD | +27.2% | +14.8% | +12.5% | +4.9% |
| 1Y | +35.2% | +17.5% | +17.8% | +8.0% |
| 3Y | +192.8% | +67.4% | +125.4% | +42.1% |
| 5Y | +72.4% | +63.4% | +9.0% | -9.5% |
| 10Y | +1,001.8% | +259.9% | +742.0% | +80.9% |
| All | +1,483.2% | +648.1% | +835.2% | -11.9% |
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