+384.8%
V vs VIG
+241.3%
+143.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -1.6% |
| 30D | +1.9% | -2.8% | +4.7% | +5.3% |
| 3M | +13.2% | +2.5% | +10.8% | +10.1% |
| 6M | +16.7% | +8.1% | +8.6% | +6.5% |
| YTD | +5.4% | +9.6% | -4.2% | -5.4% |
| 1Y | +7.7% | +14.2% | -6.5% | -7.8% |
| 3Y | +52.0% | +56.1% | -4.1% | -9.8% |
| 5Y | +67.7% | +62.8% | +4.9% | -5.0% |
| 10Y | +384.8% | +248.2% | +136.6% | +14.7% |
| All | +384.8% | +241.3% | +143.4% | +14.7% |
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