+79.8%
USB vs VIG
+262.6%
-182.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +3.1% | -1.9% | -2.6% |
| 30D | +6.3% | +5.0% | +1.2% | -0.2% |
| 3M | -6.1% | +2.7% | -8.8% | -9.2% |
| 6M | +13.0% | +11.0% | +2.0% | -1.0% |
| YTD | +16.6% | +16.0% | +0.6% | -3.4% |
| 1Y | +31.1% | +16.3% | +14.9% | +8.4% |
| 3Y | +100.9% | +66.8% | +34.1% | +7.1% |
| 5Y | +24.5% | +64.8% | -40.2% | -32.1% |
| All | +79.8% | +262.6% | -182.8% | -56.7% |
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