-72.4%
U vs VIG
+64.0%
-136.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.7% |
| 7D | +24.4% | +1.0% | +23.4% | +19.5% |
| 30D | +7.4% | +4.5% | +2.8% | -5.2% |
| 3M | +16.8% | +2.1% | +14.7% | +9.2% |
| 6M | +78.8% | +10.5% | +68.3% | +38.3% |
| YTD | +14.0% | +15.1% | -1.1% | -20.4% |
| 1Y | +16.7% | +16.9% | -0.2% | -21.6% |
| 3Y | +86.4% | +65.6% | +20.8% | -47.7% |
| All | -72.4% | +64.0% | -136.4% | -91.8% |
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