+368.4%
ALL vs VIG
+259.6%
+108.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -0.1% | +1.0% | -1.1% | -1.1% |
| 30D | +13.8% | +4.5% | +9.3% | +9.2% |
| 3M | -2.8% | +2.1% | -4.8% | -4.6% |
| 6M | +23.7% | +10.5% | +13.2% | +12.5% |
| YTD | +27.3% | +15.1% | +12.2% | +11.1% |
| 1Y | +30.5% | +16.9% | +13.7% | +12.2% |
| 3Y | +113.0% | +65.6% | +47.4% | +30.4% |
| 5Y | +157.6% | +64.4% | +93.2% | +57.8% |
| 10Y | +368.4% | +260.6% | +107.7% | +47.1% |
| All | +368.4% | +259.6% | +108.7% | +47.1% |
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