-79.0%
VFC vs VIG
+62.2%
-141.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.2% |
| 7D | -2.3% | -1.2% | -1.2% | -0.2% |
| 30D | -13.4% | -2.8% | -10.5% | -8.5% |
| 3M | -23.7% | +2.5% | -26.2% | -26.5% |
| 6M | -24.5% | +8.1% | -32.6% | -33.9% |
| YTD | -27.8% | +9.6% | -37.4% | -38.2% |
| 1Y | -13.5% | +14.2% | -27.6% | -30.7% |
| 3Y | -27.1% | +56.1% | -83.2% | -62.5% |
| 5Y | -79.0% | +62.8% | -141.9% | -89.4% |
| All | -79.0% | +62.2% | -141.3% | -89.4% |
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