+28.5%
USFR vs VIG
+360.5%
-332.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | +0.4% | +4.9% | -4.6% | +0.3% |
| 3M | +1.1% | +2.5% | -1.5% | +1.0% |
| 6M | +2.0% | +11.0% | -9.0% | +2.0% |
| YTD | +3.5% | +16.0% | -12.5% | +3.4% |
| 1Y | +4.1% | +17.5% | -13.5% | +4.0% |
| 3Y | +14.4% | +67.0% | -52.6% | +14.2% |
| 5Y | +21.4% | +64.8% | -43.4% | +21.3% |
| 10Y | +28.6% | +263.6% | -235.0% | +27.6% |
| All | +28.5% | +360.5% | -332.0% | +27.8% |
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 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