+72.2%
V vs VIG
+63.1%
+9.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | +2.0% | -1.0% | +2.9% | +3.0% |
| 3M | +17.4% | +2.8% | +14.6% | +13.9% |
| 6M | +17.5% | +8.2% | +9.3% | +7.8% |
| YTD | +7.6% | +11.0% | -3.4% | -4.1% |
| 1Y | +7.7% | +16.1% | -8.4% | -8.6% |
| 3Y | +54.7% | +56.2% | -1.5% | -5.4% |
| All | +72.2% | +63.1% | +9.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling