+715.0%
P vs VIG
+240.3%
+474.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.8% |
| 7D | +7.8% | -0.4% | +8.3% | +8.5% |
| 30D | +12.3% | -2.1% | +14.4% | +15.8% |
| 3M | +37.1% | +3.3% | +33.8% | +31.0% |
| 6M | +66.1% | +9.3% | +56.8% | +46.5% |
| YTD | +50.9% | +10.1% | +40.8% | +32.5% |
| 1Y | +27.2% | +14.7% | +12.5% | +5.4% |
| 3Y | +158.7% | +56.9% | +101.7% | +42.1% |
| 5Y | +291.1% | +62.9% | +228.2% | +106.4% |
| 10Y | +715.0% | +241.3% | +473.7% | +62.9% |
| All | +715.0% | +240.3% | +474.7% | +62.9% |
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