+95.7%
ES vs VIG
+262.6%
-166.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +3.1% | -4.2% | -3.4% |
| 30D | +8.2% | +5.0% | +3.2% | +4.0% |
| 3M | +0.6% | +2.7% | -2.1% | -1.6% |
| 6M | +6.0% | +11.0% | -5.0% | -2.5% |
| YTD | +9.3% | +16.0% | -6.6% | -3.0% |
| 1Y | +1.1% | +16.3% | -15.1% | -10.6% |
| 3Y | +51.9% | +66.8% | -14.9% | -0.1% |
| 5Y | +6.5% | +64.8% | -58.3% | -29.9% |
| All | +95.7% | +262.6% | -166.9% | -33.0% |
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