+455.4%
V vs VIG
+261.5%
+193.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +0.8% | +1.0% | -0.2% | -0.4% |
| 30D | +9.9% | +4.5% | +5.4% | +4.5% |
| 3M | +17.5% | +2.1% | +15.4% | +14.8% |
| 6M | +33.5% | +10.5% | +23.0% | +18.9% |
| YTD | +21.6% | +15.1% | +6.5% | +3.2% |
| 1Y | +27.6% | +16.9% | +10.7% | +6.3% |
| 3Y | +76.4% | +65.6% | +10.8% | -2.2% |
| 5Y | +103.8% | +64.4% | +39.5% | +14.4% |
| All | +455.4% | +261.5% | +193.9% | +16.5% |
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