+369.0%
ALL vs VIG
+264.3%
+104.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -2.6% | -0.3% | -2.2% | -2.4% |
| 30D | +12.7% | +4.9% | +7.8% | +7.8% |
| 3M | +0.4% | +2.9% | -2.5% | -2.3% |
| 6M | +23.8% | +11.2% | +12.6% | +11.9% |
| YTD | +27.8% | +16.0% | +11.8% | +10.7% |
| 1Y | +28.9% | +17.0% | +11.9% | +10.7% |
| 3Y | +113.9% | +66.9% | +47.0% | +30.0% |
| 5Y | +157.4% | +65.8% | +91.5% | +56.4% |
| 10Y | +369.0% | +263.6% | +105.4% | +46.2% |
| All | +369.0% | +264.3% | +104.7% | +46.2% |
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