+163.6%
W vs VIG
+300.2%
-136.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.4% |
| 7D | -4.2% | -0.4% | -3.7% | -3.3% |
| 30D | -7.6% | -1.0% | -6.6% | -5.7% |
| 3M | +37.2% | +2.8% | +34.4% | +31.9% |
| 6M | +26.3% | +8.2% | +18.1% | +10.3% |
| YTD | -1.0% | +11.0% | -12.0% | -17.4% |
| 1Y | +20.1% | +16.1% | +3.9% | -7.9% |
| 3Y | +37.8% | +56.2% | -18.4% | -33.4% |
| 5Y | -63.7% | +63.0% | -126.6% | -81.6% |
| 10Y | +156.3% | +241.4% | -85.1% | -50.7% |
| All | +163.6% | +300.2% | -136.6% | -59.3% |
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