+433.8%
MAR vs VIG
+250.0%
+183.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | -0.5% | -1.1% | +0.5% | +0.7% |
| 30D | -5.4% | -2.7% | -2.7% | -2.3% |
| 3M | -15.5% | +2.5% | -18.0% | -18.0% |
| 6M | +3.0% | +9.2% | -6.3% | -7.1% |
| YTD | +8.5% | +9.8% | -1.3% | -2.7% |
| 1Y | +26.0% | +12.4% | +13.6% | +10.0% |
| 3Y | +68.6% | +55.9% | +12.7% | +1.9% |
| 5Y | +157.4% | +63.9% | +93.4% | +48.3% |
| All | +433.8% | +250.0% | +183.8% | +46.8% |
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