-39.3%
VG vs VIG
+22.7%
-62.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +1.7% | -0.4% | +2.1% | +2.1% |
| 30D | +16.0% | -1.0% | +17.0% | +17.0% |
| 3M | +9.7% | +2.8% | +7.0% | +5.5% |
| 6M | +29.6% | +8.2% | +21.4% | +15.7% |
| YTD | +112.0% | +11.0% | +101.0% | +79.5% |
| 1Y | +12.8% | +16.1% | -3.3% | -11.5% |
| All | -39.3% | +22.7% | -62.0% | -52.4% |
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