+3,800.0%
FIX vs VIG
+267.0%
+3,533.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +5.9% |
| 7D | -7.2% | +0.4% | -7.6% | -7.8% |
| 30D | -35.1% | +4.3% | -39.4% | -39.0% |
| 3M | -34.3% | +2.0% | -36.3% | -36.3% |
| 6M | -42.9% | +10.2% | -53.1% | -50.4% |
| YTD | +19.5% | +14.8% | +4.7% | -1.4% |
| 1Y | +16.8% | +17.5% | -0.7% | -6.3% |
| 3Y | +506.7% | +67.4% | +439.3% | +209.9% |
| 5Y | +1,046.7% | +63.4% | +983.3% | +509.5% |
| 10Y | +3,800.0% | +259.9% | +3,540.1% | +602.0% |
| All | +3,800.0% | +267.0% | +3,533.0% | +602.0% |
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