+192.7%
VSH vs VIG
+250.0%
-57.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.0% |
| 7D | +4.8% | -1.1% | +5.8% | +6.6% |
| 30D | -0.7% | -2.7% | +2.0% | +3.5% |
| 3M | -43.1% | +2.5% | -45.6% | -45.3% |
| 6M | +91.8% | +9.2% | +82.6% | +69.1% |
| YTD | +131.6% | +9.8% | +121.8% | +103.1% |
| 1Y | +118.1% | +12.4% | +105.7% | +86.2% |
| 3Y | +40.9% | +55.9% | -15.0% | -21.5% |
| 5Y | +75.8% | +63.9% | +11.8% | -8.0% |
| All | +192.7% | +250.0% | -57.3% | -43.8% |
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