+44.4%
VMC vs VIG
+65.2%
-20.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | +3.1% | -4.8% | -5.2% |
| 30D | +15.3% | +5.0% | +10.2% | +8.9% |
| 3M | +0.3% | +2.7% | -2.4% | -2.6% |
| 6M | +0.9% | +11.0% | -10.1% | -10.4% |
| YTD | -1.0% | +16.0% | -17.0% | -16.3% |
| 1Y | -4.3% | +16.3% | -20.6% | -19.3% |
| 3Y | +35.3% | +66.8% | -31.5% | -26.0% |
| 5Y | +44.4% | +64.8% | -20.4% | -17.9% |
| All | +44.4% | +65.2% | -20.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling