+150.6%
VFC vs VIG
+655.8%
-505.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.5% |
| 7D | -1.4% | -0.3% | -1.0% | -1.0% |
| 30D | +30.7% | +4.9% | +25.8% | +23.1% |
| 3M | +40.6% | +2.9% | +37.7% | +35.9% |
| 6M | +16.5% | +11.2% | +5.2% | +2.6% |
| YTD | +16.2% | +16.0% | +0.2% | -2.3% |
| 1Y | +42.4% | +17.0% | +25.5% | +18.9% |
| 3Y | +48.1% | +66.9% | -18.8% | -14.8% |
| 5Y | -67.8% | +65.8% | -133.6% | -80.9% |
| 10Y | -48.5% | +263.6% | -312.1% | -86.8% |
| All | +150.6% | +655.8% | -505.3% | -71.4% |
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 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