+65.0%
RRC vs VIG
+262.6%
-197.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +6.4% | +3.5% | +2.9% | +2.5% |
| 30D | +23.9% | +4.9% | +18.9% | +17.4% |
| 3M | +30.2% | +2.5% | +27.7% | +26.4% |
| 6M | +26.3% | +11.0% | +15.2% | +12.0% |
| YTD | +48.1% | +16.0% | +32.1% | +24.3% |
| 1Y | +37.7% | +17.5% | +20.1% | +13.7% |
| 3Y | +60.3% | +67.0% | -6.7% | -11.0% |
| 5Y | +135.3% | +64.8% | +70.5% | +33.1% |
| All | +65.0% | +262.6% | -197.7% | -61.7% |
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