-22.4%
VFC vs VIG
+55.4%
-77.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -0.9% |
| 7D | -2.3% | -1.2% | -1.2% | +0.5% |
| 30D | -13.4% | -2.8% | -10.5% | -7.0% |
| 3M | -23.7% | +2.5% | -26.2% | -27.3% |
| 6M | -24.5% | +8.1% | -32.6% | -36.7% |
| YTD | -27.8% | +9.6% | -37.4% | -41.3% |
| 1Y | -13.5% | +14.2% | -27.6% | -35.8% |
| All | -22.4% | +55.4% | -77.9% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling