-49.4%
VG vs VIG
+27.1%
-76.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -7.7% | +1.0% | -8.7% | -8.6% |
| 30D | -8.8% | +4.5% | -13.3% | -12.6% |
| 3M | -15.6% | +2.1% | -17.7% | -17.4% |
| 6M | +5.2% | +10.5% | -5.2% | -6.9% |
| YTD | +76.9% | +15.1% | +61.8% | +44.5% |
| 1Y | +42.5% | +16.9% | +25.6% | +12.8% |
| All | -49.4% | +27.1% | -76.5% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling