+286.5%
C vs VIG
+240.3%
+46.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.8% |
| 30D | +1.3% | -2.1% | +3.4% | +4.4% |
| 3M | +3.1% | +3.3% | -0.2% | -1.4% |
| 6M | +29.6% | +9.3% | +20.3% | +14.7% |
| YTD | +19.0% | +10.1% | +8.8% | +4.4% |
| 1Y | +45.6% | +14.7% | +30.9% | +20.8% |
| 3Y | +269.3% | +56.9% | +212.3% | +101.4% |
| 5Y | +131.6% | +62.9% | +68.7% | +19.1% |
| 10Y | +286.5% | +241.3% | +45.2% | -20.2% |
| All | +286.5% | +240.3% | +46.2% | -20.2% |
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