+311.2%
SPY vs VIG
+247.5%
+63.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -2.0% | -2.2% | +0.2% | +0.4% |
| 30D | -1.7% | -3.2% | +1.6% | +1.8% |
| 3M | +4.7% | +3.0% | +1.7% | +1.4% |
| 6M | +12.5% | +8.1% | +4.4% | +3.5% |
| YTD | +11.7% | +9.1% | +2.7% | +1.9% |
| 1Y | +17.5% | +12.6% | +4.9% | +3.6% |
| 3Y | +76.6% | +55.4% | +21.2% | +11.0% |
| 5Y | +82.0% | +62.8% | +19.2% | +9.6% |
| All | +311.2% | +247.5% | +63.7% | +17.1% |
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