+67.0%
VSH vs VIG
+62.2%
+4.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.6% |
| 7D | +3.5% | -1.2% | +4.7% | +5.6% |
| 30D | -4.4% | -2.8% | -1.5% | +0.2% |
| 3M | -45.8% | +2.5% | -48.3% | -48.1% |
| 6M | +90.1% | +8.1% | +82.0% | +68.0% |
| YTD | +120.3% | +9.6% | +110.8% | +91.0% |
| 1Y | +112.2% | +14.2% | +98.1% | +73.5% |
| 3Y | +36.6% | +56.1% | -19.5% | -25.0% |
| 5Y | +67.0% | +62.8% | +4.2% | -11.1% |
| All | +67.0% | +62.2% | +4.8% | -11.1% |
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