+216.7%
CTVA vs VIG
+146.3%
+70.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.4% |
| 7D | -4.5% | -1.1% | -3.4% | -3.5% |
| 30D | +11.3% | -2.7% | +14.1% | +14.5% |
| 3M | +12.3% | +2.5% | +9.8% | +9.4% |
| 6M | +7.2% | +9.2% | -2.1% | -2.4% |
| YTD | +26.0% | +9.8% | +16.2% | +14.1% |
| 1Y | +16.0% | +12.4% | +3.6% | +2.5% |
| 3Y | +73.9% | +55.9% | +18.0% | +9.1% |
| 5Y | +103.8% | +63.9% | +39.8% | +19.7% |
| All | +216.7% | +146.3% | +70.4% | +11.1% |
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