+45.1%
EXC vs VIG
+64.9%
-19.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -3.7% | -1.0% | -2.8% | -3.2% |
| 3M | -1.3% | +2.8% | -4.1% | -2.8% |
| 6M | -9.7% | +8.2% | -17.9% | -13.7% |
| YTD | +2.9% | +11.0% | -8.1% | -3.2% |
| 1Y | +4.4% | +16.1% | -11.8% | -4.5% |
| 3Y | +22.2% | +56.2% | -33.9% | -9.9% |
| All | +45.1% | +64.9% | -19.7% | +1.0% |
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