+38.5%
D vs VIG
+241.3%
-202.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.4% | -1.2% | +0.7% | +0.4% |
| 30D | -2.1% | -2.8% | +0.8% | 0.0% |
| 3M | -0.7% | +2.5% | -3.2% | -2.6% |
| 6M | +5.6% | +8.1% | -2.5% | -0.6% |
| YTD | +14.6% | +9.6% | +5.0% | +6.6% |
| 1Y | +15.3% | +14.2% | +1.2% | +3.9% |
| 3Y | +59.1% | +56.1% | +3.0% | +11.4% |
| 5Y | +3.9% | +62.8% | -58.9% | -30.5% |
| 10Y | +38.5% | +248.2% | -209.7% | -48.4% |
| All | +38.5% | +241.3% | -202.8% | -48.4% |
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