+499.6%
FIVE vs VIG
+262.6%
+237.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.4% | +3.1% | -0.6% | -2.0% |
| 30D | +15.8% | +5.0% | +10.8% | +8.0% |
| 3M | +3.8% | +2.7% | +1.1% | +0.1% |
| 6M | +18.5% | +11.0% | +7.6% | +1.6% |
| YTD | +31.2% | +16.0% | +15.3% | +5.7% |
| 1Y | +61.8% | +16.3% | +45.6% | +29.9% |
| 3Y | +39.9% | +66.8% | -27.0% | -32.1% |
| 5Y | +18.3% | +64.8% | -46.5% | -40.0% |
| All | +499.6% | +262.6% | +237.0% | +23.1% |
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