+164.6%
VSH vs VIG
+655.8%
-491.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +14.3% | +3.5% | +10.9% | +8.8% |
| 30D | -7.9% | +4.9% | -12.8% | -14.1% |
| 3M | -19.9% | +2.5% | -22.4% | -22.5% |
| 6M | -30.5% | +11.0% | -41.5% | -40.4% |
| YTD | +85.7% | +16.0% | +69.7% | +49.8% |
| 1Y | +98.9% | +17.5% | +81.4% | +57.7% |
| 3Y | +32.1% | +67.0% | -34.9% | -36.0% |
| 5Y | +39.7% | +64.8% | -25.1% | -30.7% |
| 10Y | +117.6% | +263.6% | -146.0% | -67.6% |
| All | +164.6% | +655.8% | -491.2% | -88.0% |
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