+160.8%
EXC vs VIG
+241.3%
-80.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +0.3% | -1.2% | +1.5% | +1.3% |
| 30D | -0.9% | -2.8% | +2.0% | +1.5% |
| 3M | -2.7% | +2.5% | -5.1% | -4.8% |
| 6M | -9.4% | +8.1% | -17.5% | -15.5% |
| YTD | +3.0% | +9.6% | -6.5% | -5.2% |
| 1Y | +5.1% | +14.2% | -9.0% | -6.9% |
| 3Y | +20.6% | +56.1% | -35.5% | -21.5% |
| 5Y | +45.7% | +62.8% | -17.1% | -10.2% |
| 10Y | +160.8% | +248.2% | -87.4% | -18.5% |
| All | +160.8% | +241.3% | -80.5% | -18.5% |
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