+499.6%
DUK vs VIG
+617.8%
-118.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | -2.0% | -2.1% | +0.1% | -0.7% |
| 3M | +0.2% | +3.3% | -3.1% | -2.0% |
| 6M | -6.9% | +9.3% | -16.2% | -12.4% |
| YTD | +6.1% | +10.1% | -4.0% | -0.8% |
| 1Y | +4.4% | +14.7% | -10.3% | -5.2% |
| 3Y | +49.1% | +56.9% | -7.8% | +8.0% |
| 5Y | +39.6% | +62.9% | -23.4% | -2.6% |
| 10Y | +125.1% | +241.3% | -116.2% | -5.8% |
| All | +499.6% | +617.8% | -118.2% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling