+272.5%
RF vs VIG
+257.3%
+15.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -0.9% | -1.8% | +0.9% | +1.5% |
| 30D | +6.0% | +2.7% | +3.4% | +2.0% |
| 3M | -8.9% | 0.0% | -8.9% | -8.9% |
| 6M | +2.3% | +6.8% | -4.4% | -6.9% |
| YTD | +7.6% | +12.1% | -4.5% | -8.6% |
| 1Y | +21.2% | +14.8% | +6.3% | -0.5% |
| 3Y | +108.5% | +62.4% | +46.1% | +6.0% |
| 5Y | +43.2% | +59.6% | -16.3% | -24.5% |
| All | +272.5% | +257.3% | +15.2% | -27.9% |
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