-68.5%
VFC vs VIG
+250.0%
-318.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +3.3% |
| 7D | -1.4% | -1.1% | -0.3% | +0.3% |
| 30D | -9.0% | -2.7% | -6.2% | -4.9% |
| 3M | -24.2% | +2.5% | -26.7% | -26.5% |
| 6M | -18.5% | +9.2% | -27.7% | -27.9% |
| YTD | -25.9% | +9.8% | -35.7% | -34.7% |
| 1Y | -13.0% | +12.4% | -25.4% | -25.4% |
| 3Y | -20.3% | +55.9% | -76.2% | -54.2% |
| 5Y | -78.1% | +63.9% | -142.0% | -88.0% |
| All | -68.5% | +250.0% | -318.6% | -92.2% |
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