+363.0%
NDAQ vs VIG
+250.0%
+113.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.3% |
| 7D | -5.6% | -1.1% | -4.5% | -4.5% |
| 30D | -4.4% | -2.7% | -1.6% | -1.5% |
| 3M | +5.9% | +2.5% | +3.3% | +3.2% |
| 6M | +7.7% | +9.2% | -1.5% | -1.8% |
| YTD | -5.2% | +9.8% | -15.0% | -14.0% |
| 1Y | -3.4% | +12.4% | -15.8% | -14.5% |
| 3Y | +85.6% | +55.9% | +29.7% | +17.1% |
| 5Y | +49.5% | +63.9% | -14.5% | -10.6% |
| All | +363.0% | +250.0% | +113.0% | +32.3% |
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