+738.0%
SPY vs VIG
+655.7%
+82.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +3.3% | +3.1% | +0.2% | -0.1% |
| 30D | -2.7% | +5.0% | -7.7% | -7.8% |
| 3M | -1.7% | +2.7% | -4.4% | -4.6% |
| 6M | +3.1% | +11.0% | -7.9% | -8.0% |
| YTD | +11.9% | +16.0% | -4.1% | -4.9% |
| 1Y | +12.0% | +16.3% | -4.3% | -5.1% |
| 3Y | +78.2% | +66.8% | +11.3% | +2.0% |
| 5Y | +73.2% | +64.8% | +8.5% | +1.0% |
| 10Y | +309.6% | +263.6% | +46.1% | -0.4% |
| All | +738.0% | +655.7% | +82.3% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling