+990.3%
VLO vs VIG
+623.5%
+366.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +5.2% | -0.4% | +5.6% | +5.8% |
| 30D | +22.6% | -1.0% | +23.6% | +24.2% |
| 3M | +43.8% | +2.8% | +41.0% | +38.0% |
| 6M | +65.7% | +8.2% | +57.6% | +46.5% |
| YTD | +131.1% | +11.0% | +120.1% | +96.8% |
| 1Y | +143.6% | +16.1% | +127.5% | +94.3% |
| 3Y | +201.4% | +56.2% | +145.2% | +58.2% |
| 5Y | +568.9% | +63.0% | +505.9% | +218.5% |
| 10Y | +891.8% | +241.4% | +650.4% | +64.5% |
| All | +990.3% | +623.5% | +366.8% | -35.5% |
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