+92.5%
USB vs VIG
+63.1%
+29.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +2.5% |
| 7D | -1.5% | -2.0% | +0.5% | +1.1% |
| 30D | +4.3% | +2.7% | +1.6% | +0.3% |
| 3M | -6.1% | +0.3% | -6.4% | -6.6% |
| 6M | +9.4% | +7.6% | +1.8% | -1.4% |
| YTD | +15.2% | +12.5% | +2.7% | -2.5% |
| 1Y | +32.8% | +14.8% | +18.0% | +9.1% |
| All | +92.5% | +63.1% | +29.4% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling