+89.2%
ES vs VIG
+259.6%
-170.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.9% | +1.0% | -0.1% | -0.1% |
| 30D | +5.9% | +4.5% | +1.4% | +2.2% |
| 3M | -1.0% | +2.1% | -3.1% | -2.8% |
| 6M | +7.2% | +10.5% | -3.3% | -1.1% |
| YTD | +7.0% | +15.1% | -8.1% | -4.5% |
| 1Y | +0.5% | +16.9% | -16.4% | -11.5% |
| 3Y | +48.7% | +65.6% | -16.9% | -1.7% |
| 5Y | +1.9% | +64.4% | -62.4% | -32.7% |
| 10Y | +89.2% | +260.6% | -171.5% | -35.3% |
| All | +89.2% | +259.6% | -170.5% | -35.3% |
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 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