-44.9%
S vs VIG
+78.4%
-123.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.8% |
| 7D | +1.4% | +1.0% | +0.4% | +0.1% |
| 30D | -10.8% | +4.5% | -15.3% | -17.1% |
| 3M | +5.4% | +2.1% | +3.3% | +1.9% |
| 6M | +41.2% | +10.5% | +30.8% | +19.0% |
| YTD | +56.2% | +15.1% | +41.1% | +22.0% |
| 1Y | +36.3% | +16.9% | +19.4% | +3.4% |
| 3Y | +49.4% | +65.6% | -16.1% | -39.3% |
| 5Y | -66.9% | +64.4% | -131.2% | -85.6% |
| All | -44.9% | +78.4% | -123.2% | -76.3% |
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