+143.6%
VMC vs VIG
+247.5%
-103.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.8% |
| 7D | -3.7% | -2.2% | -1.5% | -1.4% |
| 30D | -12.8% | -3.2% | -9.5% | -9.6% |
| 3M | -7.9% | +3.0% | -11.0% | -10.7% |
| 6M | -7.5% | +8.1% | -15.6% | -14.6% |
| YTD | -11.6% | +9.1% | -20.7% | -19.1% |
| 1Y | -14.3% | +12.6% | -26.8% | -24.1% |
| 3Y | +18.5% | +55.4% | -36.9% | -25.3% |
| 5Y | +46.8% | +62.8% | -16.0% | -10.8% |
| All | +143.6% | +247.5% | -103.9% | -34.9% |
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