+143.2%
VFC vs VIG
+655.7%
-512.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -2.9% |
| 7D | -1.4% | +3.1% | -4.5% | -5.2% |
| 30D | +24.6% | +5.0% | +19.6% | +17.2% |
| 3M | +38.4% | +2.7% | +35.8% | +34.2% |
| 6M | +15.3% | +11.0% | +4.3% | +1.8% |
| YTD | +12.7% | +16.0% | -3.2% | -5.2% |
| 1Y | +32.7% | +16.3% | +16.4% | +11.6% |
| 3Y | +43.7% | +66.8% | -23.1% | -17.3% |
| 5Y | -69.2% | +64.8% | -133.9% | -81.6% |
| 10Y | -50.0% | +263.6% | -313.5% | -87.2% |
| All | +143.2% | +655.7% | -512.6% | -72.2% |
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