+192.7%
VLO vs VIG
+57.1%
+135.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.9% |
| 7D | +5.8% | -0.4% | +6.2% | +6.1% |
| 30D | +28.3% | -2.1% | +30.4% | +30.6% |
| 3M | +48.7% | +3.3% | +45.4% | +44.3% |
| 6M | +71.9% | +9.3% | +62.6% | +57.8% |
| YTD | +138.7% | +10.1% | +128.5% | +116.9% |
| 1Y | +148.5% | +14.7% | +133.7% | +115.3% |
| 3Y | +192.7% | +56.9% | +135.7% | +82.4% |
| All | +192.7% | +57.1% | +135.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling