-11.2%
VG vs VIG
+8.1%
-19.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -9.4% |
| 7D | -22.0% | -2.0% | -20.0% | -23.4% |
| 30D | -14.7% | +2.7% | -17.5% | -6.6% |
| 3M | -7.1% | +0.3% | -7.4% | -4.9% |
| 6M | -11.2% | +7.6% | -18.8% | +10.8% |
| All | -11.2% | +8.1% | -19.3% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling