+277.0%
IR vs VIG
+211.1%
+65.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -1.9% | -1.2% | -0.7% | -0.4% |
| 30D | -15.0% | -2.8% | -12.2% | -11.8% |
| 3M | -0.4% | +2.5% | -2.9% | -3.2% |
| 6M | -15.0% | +8.1% | -23.1% | -22.6% |
| YTD | -7.1% | +9.6% | -16.6% | -16.6% |
| 1Y | -7.5% | +14.2% | -21.7% | -21.1% |
| 3Y | +6.3% | +56.1% | -49.8% | -37.4% |
| 5Y | +37.3% | +62.8% | -25.5% | -22.0% |
| All | +277.0% | +211.1% | +65.9% | +6.2% |
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