+81.0%
F vs VIG
+267.0%
-186.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.4% |
| 7D | -0.6% | +0.4% | -1.0% | -1.3% |
| 30D | +2.9% | +4.3% | -1.4% | -2.6% |
| 3M | -9.5% | +2.0% | -11.5% | -11.8% |
| 6M | +4.0% | +10.2% | -6.2% | -8.0% |
| YTD | -1.3% | +14.8% | -16.1% | -16.9% |
| 1Y | -1.9% | +17.5% | -19.4% | -19.8% |
| 3Y | +53.5% | +67.4% | -13.9% | -19.4% |
| 5Y | -15.1% | +63.4% | -78.5% | -52.8% |
| 10Y | +81.0% | +259.9% | -178.9% | -60.6% |
| All | +81.0% | +267.0% | -186.0% | -60.6% |
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