+851.5%
DE vs VIG
+250.0%
+601.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.1% |
| 7D | -2.6% | -1.1% | -1.5% | -1.4% |
| 30D | +9.0% | -2.7% | +11.8% | +12.4% |
| 3M | +19.1% | +2.5% | +16.6% | +15.7% |
| 6M | +14.4% | +9.2% | +5.2% | +3.5% |
| YTD | +45.9% | +9.8% | +36.1% | +31.3% |
| 1Y | +43.6% | +12.4% | +31.2% | +25.6% |
| 3Y | +75.9% | +55.9% | +20.0% | +5.4% |
| 5Y | +98.8% | +63.9% | +34.8% | +11.4% |
| All | +851.5% | +250.0% | +601.4% | +136.8% |
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