+496.4%
FIVE vs VIG
+240.3%
+256.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.9% |
| 7D | +3.7% | -0.4% | +4.1% | +4.2% |
| 30D | +4.0% | -2.1% | +6.1% | +7.3% |
| 3M | +36.2% | +3.3% | +32.9% | +29.6% |
| 6M | +18.0% | +9.3% | +8.7% | +3.3% |
| YTD | +34.9% | +10.1% | +24.7% | +16.9% |
| 1Y | +67.9% | +14.7% | +53.2% | +37.6% |
| 3Y | +57.3% | +56.9% | +0.4% | -16.7% |
| 5Y | +39.5% | +62.9% | -23.4% | -28.0% |
| 10Y | +496.4% | +241.3% | +255.1% | +21.2% |
| All | +496.4% | +240.3% | +256.1% | +21.2% |
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