+2,926.4%
V vs VIG
+575.4%
+2,351.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.2% |
| 30D | +2.0% | -1.0% | +2.9% | +3.1% |
| 3M | +17.4% | +2.8% | +14.6% | +13.8% |
| 6M | +17.5% | +8.2% | +9.3% | +7.5% |
| YTD | +7.6% | +11.0% | -3.4% | -4.4% |
| 1Y | +7.7% | +16.1% | -8.4% | -9.0% |
| 3Y | +54.7% | +56.2% | -1.5% | -5.9% |
| 5Y | +73.0% | +63.0% | +10.1% | +0.8% |
| 10Y | +390.9% | +241.4% | +149.4% | +30.6% |
| All | +2,926.4% | +575.4% | +2,351.0% | +335.8% |
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