+209.8%
W vs VIG
+313.8%
-104.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | -0.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +10.5% | +4.3% | +6.3% | +2.5% |
| 3M | +9.6% | +2.0% | +7.6% | +6.1% |
| 6M | +76.4% | +10.2% | +66.2% | +49.2% |
| YTD | +16.4% | +14.8% | +1.6% | -8.5% |
| 1Y | +9.3% | +17.5% | -8.1% | -17.6% |
| 3Y | +172.8% | +67.4% | +105.4% | +15.7% |
| 5Y | -53.4% | +63.4% | -116.7% | -76.7% |
| 10Y | +243.6% | +259.9% | -16.3% | -39.1% |
| All | +209.8% | +313.8% | -104.0% | -54.9% |
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 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