-10.4%
DOW vs VIG
+152.7%
-163.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.4% |
| 30D | +2.0% | -2.1% | +4.0% | +4.6% |
| 3M | -12.5% | +3.3% | -15.9% | -16.8% |
| 6M | -9.2% | +9.3% | -18.5% | -20.5% |
| YTD | +30.8% | +10.1% | +20.6% | +13.6% |
| 1Y | +29.4% | +14.7% | +14.7% | +7.0% |
| 3Y | -34.6% | +56.9% | -91.5% | -63.5% |
| 5Y | -35.9% | +62.9% | -98.9% | -66.4% |
| All | -10.4% | +152.7% | -163.2% | -71.3% |
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 2026-09-08: 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling