+319.7%
RL vs VIG
+262.6%
+57.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | +3.5% | -0.9% | -1.9% |
| 30D | +2.9% | +4.9% | -2.0% | -3.1% |
| 3M | 0.0% | +2.5% | -2.5% | -2.9% |
| 6M | +17.1% | +11.0% | +6.1% | +2.5% |
| YTD | +10.1% | +16.0% | -5.8% | -8.7% |
| 1Y | +17.3% | +17.5% | -0.2% | -4.4% |
| 3Y | +249.3% | +67.0% | +182.3% | +84.3% |
| 5Y | +240.9% | +64.8% | +176.1% | +86.5% |
| All | +319.7% | +262.6% | +57.0% | -7.7% |
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