+655.3%
P vs VIG
+264.3%
+391.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +3.3% |
| 7D | -4.7% | -0.3% | -4.4% | -3.4% |
| 30D | -31.4% | +4.9% | -36.3% | -35.8% |
| 3M | -2.6% | +2.9% | -5.6% | -6.1% |
| 6M | +21.9% | +11.2% | +10.7% | +5.3% |
| YTD | +58.9% | +16.0% | +43.0% | +30.1% |
| 1Y | +21.7% | +17.0% | +4.8% | -1.6% |
| 3Y | +193.3% | +66.9% | +126.5% | +47.8% |
| 5Y | +275.1% | +65.8% | +209.3% | +93.1% |
| 10Y | +655.3% | +263.6% | +391.7% | +23.2% |
| All | +655.3% | +264.3% | +391.0% | +23.2% |
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