+290.7%
USB vs VIG
+623.5%
-332.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | +1.4% | -0.4% | +1.9% | +2.1% |
| 30D | -1.3% | -1.0% | -0.3% | 0.0% |
| 3M | +15.2% | +2.8% | +12.5% | +11.0% |
| 6M | +18.8% | +8.2% | +10.6% | +6.7% |
| YTD | +21.0% | +11.0% | +10.0% | +5.0% |
| 1Y | +34.0% | +16.1% | +17.9% | +9.4% |
| 3Y | +95.3% | +56.2% | +39.2% | +8.3% |
| 5Y | +40.4% | +63.0% | -22.6% | -26.7% |
| 10Y | +107.3% | +241.4% | -134.1% | -60.8% |
| All | +290.7% | +623.5% | -332.8% | -71.3% |
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