+911.8%
VLO vs VIG
+247.5%
+664.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +4.0% | -2.2% | +6.2% | +6.7% |
| 30D | +19.0% | -3.2% | +22.2% | +23.6% |
| 3M | +50.0% | +3.0% | +46.9% | +44.3% |
| 6M | +79.1% | +8.1% | +71.0% | +61.1% |
| YTD | +140.3% | +9.1% | +131.2% | +113.6% |
| 1Y | +148.3% | +12.6% | +135.8% | +111.9% |
| 3Y | +194.6% | +55.4% | +139.3% | +68.5% |
| 5Y | +609.6% | +62.8% | +546.8% | +272.0% |
| All | +911.8% | +247.5% | +664.2% | +111.2% |
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