+310.1%
RL vs VIG
+240.3%
+69.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.4% |
| 30D | -12.2% | -2.1% | -10.1% | -9.7% |
| 3M | -6.6% | +3.3% | -10.0% | -10.5% |
| 6M | +3.2% | +9.3% | -6.1% | -7.8% |
| YTD | -1.3% | +10.1% | -11.4% | -12.7% |
| 1Y | +13.6% | +14.7% | -1.1% | -4.5% |
| 3Y | +210.9% | +56.9% | +153.9% | +77.7% |
| 5Y | +246.9% | +62.9% | +183.9% | +93.4% |
| 10Y | +310.1% | +241.3% | +68.8% | +8.0% |
| All | +310.1% | +240.3% | +69.8% | +8.0% |
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