+652.6%
P vs VIG
+259.6%
+393.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | -13.3% | +1.0% | -14.3% | -14.1% |
| 30D | -34.0% | +4.5% | -38.5% | -37.9% |
| 3M | +4.1% | +2.1% | +2.0% | +1.5% |
| 6M | +30.5% | +10.5% | +20.0% | +13.8% |
| YTD | +52.2% | +15.1% | +37.1% | +25.9% |
| 1Y | +10.3% | +16.9% | -6.6% | -10.9% |
| 3Y | +180.9% | +65.6% | +115.3% | +43.1% |
| 5Y | +259.7% | +64.4% | +195.3% | +87.5% |
| 10Y | +652.6% | +260.6% | +392.0% | +27.1% |
| All | +652.6% | +259.6% | +393.0% | +27.1% |
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