+568.6%
SE vs VIG
+189.9%
+378.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.3% |
| 7D | -3.6% | -1.2% | -2.5% | -2.0% |
| 30D | -5.3% | -2.8% | -2.5% | -1.4% |
| 3M | +28.1% | +2.5% | +25.6% | +23.6% |
| 6M | +20.7% | +8.1% | +12.6% | +8.3% |
| YTD | -14.8% | +9.6% | -24.3% | -25.0% |
| 1Y | -43.6% | +14.2% | -57.7% | -53.2% |
| 3Y | +184.2% | +56.1% | +128.1% | +53.1% |
| 5Y | -66.3% | +62.8% | -129.1% | -81.6% |
| All | +568.6% | +189.9% | +378.7% | +122.8% |
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