+50.7%
O vs VIG
+250.0%
-199.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -2.9% | -1.1% | -1.8% | -1.9% |
| 30D | -4.5% | -2.7% | -1.8% | -2.2% |
| 3M | -2.6% | +2.5% | -5.2% | -4.8% |
| 6M | -5.6% | +9.2% | -14.9% | -12.8% |
| YTD | +9.3% | +9.8% | -0.6% | +0.3% |
| 1Y | +4.3% | +12.4% | -8.1% | -6.3% |
| 3Y | +27.4% | +55.9% | -28.5% | -16.5% |
| 5Y | +17.1% | +63.9% | -46.9% | -27.7% |
| All | +50.7% | +250.0% | -199.3% | -52.6% |
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