-2.0%
M vs VIG
+243.1%
-245.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.4% |
| 7D | +2.4% | -0.4% | +2.8% | +3.0% |
| 30D | -11.6% | -2.1% | -9.5% | -8.7% |
| 3M | +1.6% | +3.3% | -1.7% | -3.3% |
| 6M | +25.2% | +9.3% | +15.9% | +9.3% |
| YTD | +3.8% | +10.1% | -6.4% | -10.4% |
| 1Y | +36.3% | +14.7% | +21.6% | +11.1% |
| 3Y | +116.3% | +56.9% | +59.4% | +11.6% |
| 5Y | +28.2% | +62.9% | -34.7% | -34.5% |
| All | -2.0% | +243.1% | -245.1% | -80.8% |
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