+124.0%
EW vs VIG
+247.5%
-123.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | -3.4% | -2.2% | -1.1% | -1.1% |
| 30D | -7.4% | -3.2% | -4.1% | -4.1% |
| 3M | +0.9% | +3.0% | -2.1% | -2.2% |
| 6M | +1.2% | +8.1% | -7.0% | -6.8% |
| YTD | +1.8% | +9.1% | -7.3% | -7.1% |
| 1Y | +10.8% | +12.6% | -1.7% | -2.2% |
| 3Y | +17.1% | +55.4% | -38.2% | -27.8% |
| 5Y | -28.2% | +62.8% | -91.0% | -57.6% |
| All | +124.0% | +247.5% | -123.6% | -44.1% |
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