+1,002.8%
VLO vs VIG
+655.7%
+347.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.8% | +3.1% | +3.7% | +2.5% |
| 30D | -17.9% | +5.0% | -22.9% | -23.5% |
| 3M | +13.5% | +2.7% | +10.9% | +8.9% |
| 6M | +53.0% | +11.0% | +42.1% | +31.4% |
| YTD | +133.7% | +16.0% | +117.8% | +86.5% |
| 1Y | +115.7% | +16.3% | +99.4% | +71.2% |
| 3Y | +231.9% | +66.8% | +165.1% | +58.2% |
| 5Y | +471.6% | +64.8% | +406.8% | +168.0% |
| 10Y | +780.7% | +263.6% | +517.2% | +32.9% |
| All | +1,002.8% | +655.7% | +347.0% | -38.9% |
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