+248.8%
EW vs VIG
+264.3%
-15.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +0.9% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | +22.5% | +4.9% | +17.6% | +16.5% |
| 3M | +13.0% | +2.9% | +10.0% | +9.5% |
| 6M | +37.1% | +11.2% | +25.9% | +22.6% |
| YTD | +24.1% | +16.0% | +8.1% | +6.2% |
| 1Y | +24.2% | +17.0% | +7.3% | +5.4% |
| 3Y | +64.8% | +66.9% | -2.1% | -5.7% |
| 5Y | -7.4% | +65.8% | -73.3% | -46.3% |
| 10Y | +248.8% | +263.6% | -14.8% | -10.0% |
| All | +248.8% | +264.3% | -15.5% | -10.0% |
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