-26.6%
U vs VIG
+117.8%
-144.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +3.1% | -0.3% | -3.7% |
| 30D | +7.6% | +5.0% | +2.6% | -4.7% |
| 3M | +12.7% | +2.7% | +10.0% | +4.8% |
| 6M | +87.0% | +11.0% | +76.0% | +47.3% |
| YTD | +13.6% | +16.0% | -2.4% | -18.8% |
| 1Y | +25.3% | +16.3% | +9.0% | -10.8% |
| 3Y | +85.8% | +66.8% | +19.0% | -38.6% |
| 5Y | -74.5% | +64.8% | -139.3% | -91.0% |
| All | -26.6% | +117.8% | -144.4% | -81.1% |
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