-10.2%
DOW vs VIG
+150.2%
-160.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | -2.4% | -2.2% | -0.1% | +0.5% |
| 30D | -4.1% | -3.2% | -0.9% | -0.1% |
| 3M | -12.4% | +3.0% | -15.5% | -16.3% |
| 6M | -10.6% | +8.1% | -18.8% | -20.7% |
| YTD | +31.1% | +9.1% | +22.0% | +15.3% |
| 1Y | +30.5% | +12.6% | +17.9% | +10.6% |
| 3Y | -34.4% | +55.4% | -89.8% | -63.0% |
| 5Y | -35.5% | +62.8% | -98.3% | -66.2% |
| All | -10.2% | +150.2% | -160.5% | -70.9% |
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 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