+208.6%
B vs VIG
+259.6%
-51.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +7.1% | +1.0% | +6.1% | +6.7% |
| 30D | -3.3% | +4.5% | -7.9% | -5.3% |
| 3M | -2.5% | +2.1% | -4.6% | -3.4% |
| 6M | -7.2% | +10.5% | -17.7% | -11.2% |
| YTD | -7.4% | +15.1% | -22.4% | -12.7% |
| 1Y | +16.4% | +16.9% | -0.5% | +9.1% |
| 3Y | +178.7% | +65.6% | +113.1% | +128.5% |
| 5Y | +121.7% | +64.4% | +57.3% | +80.8% |
| 10Y | +208.6% | +260.6% | -52.0% | +96.4% |
| All | +208.6% | +259.6% | -51.0% | +96.4% |
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