+153.0%
EXC vs VIG
+648.1%
-495.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -2.1% |
| 7D | -1.7% | +0.4% | -2.1% | -2.2% |
| 30D | +9.3% | +4.3% | +5.0% | +5.2% |
| 3M | +1.0% | +2.0% | -1.0% | -0.9% |
| 6M | +5.9% | +10.2% | -4.2% | -3.0% |
| YTD | +7.6% | +14.8% | -7.2% | -5.4% |
| 1Y | +2.4% | +17.5% | -15.0% | -11.9% |
| 3Y | +30.2% | +67.4% | -37.2% | -20.4% |
| 5Y | +41.4% | +63.4% | -22.0% | -12.5% |
| 10Y | +183.8% | +259.9% | -76.1% | -14.5% |
| All | +153.0% | +648.1% | -495.1% | -60.7% |
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 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