+1,381.0%
NET vs VIG
+138.4%
+1,242.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -5.4% |
| 7D | -16.4% | +2.7% | -19.1% | -19.4% |
| 30D | -25.8% | +7.0% | -32.9% | -32.4% |
| 3M | -11.5% | +4.0% | -15.5% | -16.3% |
| 6M | +18.9% | +12.3% | +6.6% | +2.0% |
| YTD | +35.2% | +16.4% | +18.8% | +10.5% |
| 1Y | +14.5% | +19.2% | -4.8% | -9.3% |
| 3Y | +313.8% | +68.8% | +245.0% | +113.4% |
| 5Y | +32.6% | +66.5% | -34.0% | -27.5% |
| All | +1,381.0% | +138.4% | +1,242.6% | +547.1% |
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