+271.2%
EW vs VIG
+262.6%
+8.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +3.5% | +1.4% | +1.3% |
| 30D | +23.9% | +4.9% | +19.0% | +17.8% |
| 3M | +15.8% | +2.5% | +13.2% | +12.7% |
| 6M | +31.7% | +11.0% | +20.6% | +18.0% |
| YTD | +25.7% | +16.0% | +9.7% | +7.6% |
| 1Y | +24.4% | +17.5% | +6.9% | +5.0% |
| 3Y | +65.9% | +67.0% | -1.1% | -5.2% |
| 5Y | -7.6% | +64.8% | -72.4% | -46.0% |
| All | +271.2% | +262.6% | +8.6% | -3.7% |
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