+40.1%
W vs VIG
+58.6%
-18.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.9% |
| 7D | -4.2% | -0.4% | -3.7% | -2.9% |
| 30D | -7.6% | -1.0% | -6.6% | -4.9% |
| 3M | +37.2% | +2.8% | +34.4% | +29.1% |
| 6M | +26.3% | +8.2% | +18.1% | +3.0% |
| YTD | -1.0% | +11.0% | -12.0% | -24.6% |
| 1Y | +20.1% | +16.1% | +3.9% | -19.8% |
| All | +40.1% | +58.6% | -18.5% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling