+754.3%
VLO vs VIG
+264.3%
+490.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.8% |
| 7D | -0.4% | -0.3% | -0.1% | 0.0% |
| 30D | -16.6% | +4.9% | -21.5% | -21.4% |
| 3M | +12.3% | +2.9% | +9.4% | +8.1% |
| 6M | +47.8% | +11.2% | +36.6% | +29.4% |
| YTD | +126.7% | +16.0% | +110.8% | +86.8% |
| 1Y | +105.4% | +17.0% | +88.4% | +67.3% |
| 3Y | +222.0% | +66.9% | +155.1% | +68.8% |
| 5Y | +449.8% | +65.8% | +384.0% | +184.6% |
| 10Y | +754.3% | +263.6% | +490.7% | +54.0% |
| All | +754.3% | +264.3% | +490.0% | +54.0% |
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 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