+23.5%
EL vs VIG
+247.5%
-224.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.7% |
| 7D | -4.4% | -2.2% | -2.1% | -1.6% |
| 30D | +10.3% | -3.2% | +13.5% | +15.0% |
| 3M | +13.4% | +3.0% | +10.3% | +9.5% |
| 6M | +3.1% | +8.1% | -5.0% | -6.1% |
| YTD | -6.9% | +9.1% | -16.0% | -15.7% |
| 1Y | +11.9% | +12.6% | -0.7% | -2.4% |
| 3Y | -33.8% | +55.4% | -89.2% | -59.8% |
| 5Y | -69.0% | +62.8% | -131.7% | -81.6% |
| All | +23.5% | +247.5% | -224.0% | -64.1% |
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