+176.2%
VSH vs VIG
+655.7%
-479.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +26.2% | +3.1% | +23.1% | +20.7% |
| 30D | -12.5% | +5.0% | -17.5% | -18.6% |
| 3M | -16.9% | +2.7% | -19.6% | -19.9% |
| 6M | -17.0% | +11.0% | -27.9% | -28.7% |
| YTD | +93.8% | +16.0% | +77.9% | +56.4% |
| 1Y | +99.3% | +16.3% | +83.1% | +60.9% |
| 3Y | +35.0% | +66.8% | -31.8% | -34.4% |
| 5Y | +45.8% | +64.8% | -19.0% | -27.6% |
| 10Y | +127.1% | +263.6% | -136.4% | -66.1% |
| All | +176.2% | +655.7% | -479.5% | -87.4% |
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 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