+126.0%
DUK vs VIG
+250.0%
-124.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | -2.4% | -2.7% | +0.3% | -0.7% |
| 3M | -3.0% | +2.5% | -5.5% | -4.7% |
| 6M | -6.6% | +9.2% | -15.8% | -12.1% |
| YTD | +4.6% | +9.8% | -5.3% | -2.2% |
| 1Y | +1.2% | +12.4% | -11.2% | -6.9% |
| 3Y | +45.7% | +55.9% | -10.2% | +4.4% |
| 5Y | +40.3% | +63.9% | -23.6% | -4.4% |
| All | +126.0% | +250.0% | -124.0% | -10.9% |
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