+364.8%
ALL vs VIG
+241.3%
+123.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.5% |
| 7D | -2.2% | -1.2% | -1.1% | -1.2% |
| 30D | -5.6% | -2.8% | -2.7% | -3.0% |
| 3M | +17.2% | +2.5% | +14.8% | +14.5% |
| 6M | +23.2% | +8.1% | +15.2% | +14.3% |
| YTD | +23.6% | +9.6% | +14.0% | +12.9% |
| 1Y | +29.2% | +14.2% | +15.0% | +13.4% |
| 3Y | +153.8% | +56.1% | +97.7% | +64.4% |
| 5Y | +116.1% | +62.8% | +53.2% | +33.2% |
| 10Y | +364.8% | +248.2% | +116.6% | +50.3% |
| All | +364.8% | +241.3% | +123.5% | +50.3% |
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 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