+310.1%
D vs VIG
+623.5%
-313.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | +1.5% | -0.4% | +1.9% | +1.8% |
| 30D | -2.6% | -1.0% | -1.6% | -1.9% |
| 3M | 0.0% | +2.8% | -2.8% | -2.1% |
| 6M | +7.4% | +8.2% | -0.8% | +1.1% |
| YTD | +15.9% | +11.0% | +4.8% | +7.0% |
| 1Y | +18.1% | +16.1% | +2.0% | +5.3% |
| 3Y | +58.4% | +56.2% | +2.2% | +12.6% |
| 5Y | +5.2% | +63.0% | -57.8% | -28.3% |
| 10Y | +35.9% | +241.4% | -205.6% | -47.1% |
| All | +310.1% | +623.5% | -313.5% | -8.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling