+312.4%
A vs VIG
+262.6%
+49.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +0.7% | +3.1% | -2.4% | -2.7% |
| 30D | +0.8% | +5.0% | -4.2% | -4.7% |
| 3M | +16.9% | +2.7% | +14.2% | +13.3% |
| 6M | +53.8% | +11.0% | +42.8% | +36.6% |
| YTD | +28.1% | +16.0% | +12.1% | +8.4% |
| 1Y | +15.0% | +16.3% | -1.2% | -2.8% |
| 3Y | +63.1% | +66.8% | -3.7% | -6.6% |
| 5Y | +11.5% | +64.8% | -53.3% | -34.8% |
| All | +312.4% | +262.6% | +49.8% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling