+66.9%
T vs VIG
+247.5%
-180.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.4% | -2.2% | -0.2% | -0.9% |
| 30D | +4.3% | -3.2% | +7.5% | +6.7% |
| 3M | +11.6% | +3.0% | +8.5% | +9.2% |
| 6M | -5.6% | +8.1% | -13.7% | -10.8% |
| YTD | +6.6% | +9.1% | -2.5% | -0.1% |
| 1Y | -8.4% | +12.6% | -20.9% | -16.2% |
| 3Y | +107.8% | +55.4% | +52.5% | +47.1% |
| 5Y | +68.3% | +62.8% | +5.5% | +13.3% |
| All | +66.9% | +247.5% | -180.6% | -37.3% |
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