+614.6%
VLO vs VIG
+62.2%
+552.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +6.2% | -1.2% | +7.4% | +7.2% |
| 30D | +23.5% | -2.8% | +26.3% | +26.2% |
| 3M | +53.9% | +2.5% | +51.4% | +50.6% |
| 6M | +81.7% | +8.1% | +73.6% | +69.6% |
| YTD | +142.5% | +9.6% | +132.9% | +123.5% |
| 1Y | +145.4% | +14.2% | +131.3% | +118.0% |
| 3Y | +197.3% | +56.1% | +141.2% | +106.6% |
| 5Y | +614.6% | +62.8% | +551.8% | +381.8% |
| All | +614.6% | +62.2% | +552.4% | +381.8% |
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