-48.5%
VFC vs VIG
+264.3%
-312.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.7% |
| 7D | -1.4% | -0.3% | -1.0% | -1.0% |
| 30D | +30.7% | +4.9% | +25.8% | +21.5% |
| 3M | +40.6% | +2.9% | +37.7% | +34.9% |
| 6M | +16.5% | +11.2% | +5.2% | -0.1% |
| YTD | +16.2% | +16.0% | +0.2% | -5.8% |
| 1Y | +42.4% | +17.0% | +25.5% | +14.5% |
| 3Y | +48.1% | +66.9% | -18.8% | -23.0% |
| 5Y | -67.8% | +65.8% | -133.6% | -82.8% |
| 10Y | -48.5% | +263.6% | -312.1% | -88.7% |
| All | -48.5% | +264.3% | -312.8% | -88.7% |
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