-68.1%
U vs VIG
+63.1%
-131.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +4.5% |
| 7D | +4.5% | -0.4% | +4.9% | +5.4% |
| 30D | -0.6% | -2.1% | +1.5% | +4.6% |
| 3M | +48.4% | +3.3% | +45.1% | +37.4% |
| 6M | +115.4% | +9.3% | +106.1% | +73.2% |
| YTD | -3.2% | +10.1% | -13.4% | -23.5% |
| 1Y | -6.0% | +14.7% | -20.8% | -32.5% |
| 3Y | +13.5% | +56.9% | -43.5% | -62.7% |
| All | -68.1% | +63.1% | -131.2% | -89.7% |
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