-4.3%
M vs VIG
+259.6%
-264.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.1% |
| 7D | +5.0% | +1.0% | +4.0% | +3.9% |
| 30D | +10.6% | +4.5% | +6.1% | +3.9% |
| 3M | +1.6% | +2.1% | -0.5% | -0.9% |
| 6M | +30.8% | +10.5% | +20.4% | +13.1% |
| YTD | +16.9% | +15.1% | +1.8% | -5.0% |
| 1Y | +26.3% | +16.9% | +9.4% | +0.3% |
| 3Y | +158.6% | +65.6% | +93.0% | +23.5% |
| 5Y | +2.1% | +64.4% | -62.3% | -48.6% |
| 10Y | -4.3% | +260.6% | -265.0% | -82.6% |
| All | -4.3% | +259.6% | -264.0% | -82.6% |
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