+287.3%
VMC vs VIG
+623.5%
-336.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -4.3% | -0.4% | -3.9% | -3.8% |
| 30D | -8.2% | -1.0% | -7.3% | -7.1% |
| 3M | -7.0% | +2.8% | -9.8% | -10.1% |
| 6M | -10.8% | +8.2% | -19.0% | -18.9% |
| YTD | -7.4% | +11.0% | -18.4% | -18.5% |
| 1Y | -9.5% | +16.1% | -25.6% | -24.7% |
| 3Y | +20.5% | +56.2% | -35.7% | -31.2% |
| 5Y | +51.6% | +63.0% | -11.4% | -17.3% |
| 10Y | +150.0% | +241.4% | -91.4% | -50.1% |
| All | +287.3% | +623.5% | -336.3% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling