+215.1%
VSH vs VIG
+623.5%
-408.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.2% |
| 7D | +4.1% | -0.4% | +4.5% | +4.7% |
| 30D | -4.2% | -1.0% | -3.2% | -2.8% |
| 3M | -50.0% | +2.8% | -52.7% | -52.0% |
| 6M | +80.2% | +8.2% | +72.0% | +60.7% |
| YTD | +121.1% | +11.0% | +110.1% | +89.8% |
| 1Y | +112.0% | +16.1% | +95.9% | +71.0% |
| 3Y | +22.5% | +56.2% | -33.6% | -34.5% |
| 5Y | +64.0% | +63.0% | +1.1% | -17.7% |
| 10Y | +170.4% | +241.4% | -71.1% | -55.8% |
| All | +215.1% | +623.5% | -408.5% | -84.8% |
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