+707.9%
P vs VIG
+267.0%
+440.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +2.7% |
| 7D | -9.6% | +0.4% | -10.0% | -9.6% |
| 30D | -33.4% | +4.3% | -37.7% | -37.1% |
| 3M | +14.2% | +2.0% | +12.2% | +11.5% |
| 6M | +31.6% | +10.2% | +21.4% | +15.2% |
| YTD | +53.5% | +14.8% | +38.7% | +27.5% |
| 1Y | +14.2% | +17.5% | -3.3% | -8.3% |
| 3Y | +190.5% | +67.4% | +123.1% | +45.9% |
| 5Y | +256.3% | +63.4% | +193.0% | +87.4% |
| 10Y | +707.9% | +259.9% | +448.0% | +37.4% |
| All | +707.9% | +267.0% | +440.9% | +37.4% |
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