+83.6%
USB vs VIG
+264.3%
-180.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.2% |
| 30D | +5.7% | +4.9% | +0.8% | -0.6% |
| 3M | -4.7% | +2.9% | -7.6% | -8.1% |
| 6M | +13.4% | +11.2% | +2.2% | -0.9% |
| YTD | +17.0% | +16.0% | +1.0% | -3.0% |
| 1Y | +32.4% | +17.0% | +15.4% | +8.6% |
| 3Y | +101.7% | +66.9% | +34.8% | +7.5% |
| 5Y | +24.4% | +65.8% | -41.4% | -32.7% |
| 10Y | +83.6% | +263.6% | -180.0% | -55.8% |
| All | +83.6% | +264.3% | -180.7% | -55.8% |
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