+279.8%
USB vs VIG
+658.4%
-378.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | -1.0% |
| 7D | +2.4% | +2.7% | -0.3% | -1.3% |
| 30D | +6.6% | +7.0% | -0.4% | -2.8% |
| 3M | -4.1% | +4.0% | -8.1% | -9.0% |
| 6M | +12.5% | +12.3% | +0.2% | -3.9% |
| YTD | +17.6% | +16.4% | +1.3% | -4.2% |
| 1Y | +36.5% | +19.2% | +17.3% | +7.5% |
| 3Y | +95.4% | +68.8% | +26.6% | -2.8% |
| 5Y | +26.1% | +66.5% | -40.4% | -35.9% |
| 10Y | +101.3% | +275.4% | -174.1% | -66.6% |
| All | +279.8% | +658.4% | -378.6% | -73.9% |
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