+125.7%
VMC vs VIG
+262.6%
-136.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +3.5% | -4.7% | -4.8% |
| 30D | +15.5% | +4.9% | +10.5% | +9.9% |
| 3M | +0.6% | +2.5% | -1.9% | -1.8% |
| 6M | +2.1% | +11.0% | -9.0% | -8.4% |
| YTD | -1.6% | +16.0% | -17.5% | -15.4% |
| 1Y | -1.2% | +17.5% | -18.7% | -16.3% |
| 3Y | +35.3% | +67.0% | -31.7% | -20.9% |
| 5Y | +43.6% | +64.8% | -21.2% | -14.0% |
| All | +125.7% | +262.6% | -136.9% | -45.7% |
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