+62.1%
VFC vs VIG
+623.5%
-561.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.9% |
| 7D | -1.6% | -0.4% | -1.2% | -1.1% |
| 30D | -11.6% | -1.0% | -10.7% | -10.5% |
| 3M | -18.1% | +2.8% | -20.9% | -20.4% |
| 6M | -27.4% | +8.2% | -35.5% | -33.6% |
| YTD | -24.8% | +11.0% | -35.8% | -33.3% |
| 1Y | -8.2% | +16.1% | -24.4% | -22.6% |
| 3Y | -29.1% | +56.2% | -85.3% | -55.8% |
| 5Y | -79.2% | +63.0% | -142.1% | -87.4% |
| 10Y | -68.1% | +241.4% | -309.5% | -91.2% |
| All | +62.1% | +623.5% | -561.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling