-39.0%
U vs VIG
+108.5%
-147.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | 0.0% |
| 7D | -3.8% | -0.4% | -3.4% | -2.8% |
| 30D | +17.5% | -1.0% | +18.4% | +20.1% |
| 3M | +38.7% | +2.8% | +36.0% | +31.2% |
| 6M | +104.4% | +8.2% | +96.2% | +72.1% |
| YTD | -5.7% | +11.0% | -16.7% | -24.8% |
| 1Y | +3.7% | +16.1% | -12.5% | -24.7% |
| 3Y | +12.3% | +56.2% | -43.8% | -56.3% |
| 5Y | -68.8% | +63.0% | -131.8% | -88.2% |
| All | -39.0% | +108.5% | -147.5% | -82.4% |
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