+63.8%
RRC vs VIG
+262.6%
-198.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +3.1% | -0.6% | -0.8% |
| 30D | +21.1% | +5.0% | +16.1% | +14.6% |
| 3M | +28.4% | +2.7% | +25.7% | +24.5% |
| 6M | +26.5% | +11.0% | +15.5% | +12.3% |
| YTD | +47.0% | +16.0% | +31.1% | +23.4% |
| 1Y | +35.2% | +16.3% | +18.9% | +13.1% |
| 3Y | +61.0% | +66.8% | -5.8% | -10.5% |
| 5Y | +133.6% | +64.8% | +68.8% | +32.1% |
| All | +63.8% | +262.6% | -198.8% | -62.0% |
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