-62.4%
W vs VIG
+63.1%
-125.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +2.8% |
| 7D | +6.5% | -0.4% | +6.9% | +7.7% |
| 30D | -6.2% | -2.1% | -4.1% | -0.3% |
| 3M | +48.9% | +3.3% | +45.5% | +37.9% |
| 6M | +31.2% | +9.3% | +21.9% | +4.0% |
| YTD | -0.4% | +10.1% | -10.6% | -22.4% |
| 1Y | +14.8% | +14.7% | +0.1% | -20.4% |
| 3Y | +40.5% | +56.9% | -16.4% | -56.4% |
| All | -62.4% | +63.1% | -125.5% | -88.4% |
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 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