-44.1%
VG vs VIG
+28.1%
-72.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.8% |
| 7D | +15.1% | +3.1% | +12.0% | +12.2% |
| 30D | -4.2% | +5.0% | -9.2% | -8.5% |
| 3M | -3.1% | +2.7% | -5.8% | -5.6% |
| 6M | +0.3% | +11.0% | -10.6% | -11.4% |
| YTD | +95.5% | +16.0% | +79.5% | +58.7% |
| 1Y | +64.4% | +16.3% | +48.2% | +33.0% |
| All | -44.1% | +28.1% | -72.2% | -57.9% |
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