-68.4%
VFC vs VIG
+64.4%
-132.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +1.6% | +3.5% | -1.9% | -4.9% |
| 30D | +25.5% | +4.9% | +20.6% | +14.3% |
| 3M | +41.3% | +2.5% | +38.8% | +34.9% |
| 6M | +22.2% | +11.0% | +11.2% | +1.0% |
| YTD | +16.4% | +16.0% | +0.4% | -10.7% |
| 1Y | +38.4% | +17.5% | +20.9% | +3.9% |
| 3Y | +56.2% | +67.0% | -10.8% | -29.8% |
| All | -68.4% | +64.4% | -132.8% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling