+605.8%
MSCI vs VIG
+240.3%
+365.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -2.8% |
| 7D | -2.1% | -0.4% | -1.7% | -1.5% |
| 30D | -1.7% | -2.1% | +0.3% | +0.9% |
| 3M | -8.2% | +3.3% | -11.6% | -12.0% |
| 6M | -2.4% | +9.3% | -11.7% | -13.0% |
| YTD | -2.8% | +10.1% | -13.0% | -14.2% |
| 1Y | -2.7% | +14.7% | -17.4% | -18.5% |
| 3Y | +7.3% | +56.9% | -49.6% | -40.0% |
| 5Y | -11.4% | +62.9% | -74.3% | -51.4% |
| 10Y | +605.8% | +241.3% | +364.5% | +55.2% |
| All | +605.8% | +240.3% | +365.5% | +55.2% |
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