-47.8%
S vs VIG
+79.7%
-127.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +3.5% | -1.5% | -3.7% |
| 30D | -2.7% | +4.9% | -7.7% | -10.1% |
| 3M | -6.9% | +2.5% | -9.4% | -10.6% |
| 6M | +38.1% | +11.0% | +27.0% | +15.4% |
| YTD | +48.0% | +16.0% | +32.0% | +14.0% |
| 1Y | +34.5% | +17.5% | +16.9% | +1.1% |
| 3Y | +38.3% | +67.0% | -28.7% | -44.7% |
| 5Y | -70.9% | +64.8% | -135.7% | -87.5% |
| All | -47.8% | +79.7% | -127.5% | -77.8% |
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