+65.5%
VZ vs VIG
+257.3%
-191.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +2.1% | -1.8% | +3.9% | +3.0% |
| 30D | +1.4% | +2.7% | -1.3% | -0.1% |
| 3M | -1.3% | 0.0% | -1.2% | -1.3% |
| 6M | -0.5% | +6.8% | -7.3% | -4.0% |
| YTD | +19.6% | +12.1% | +7.6% | +12.4% |
| 1Y | +22.4% | +14.8% | +7.5% | +13.4% |
| 3Y | +55.9% | +62.4% | -6.5% | +18.4% |
| 5Y | +20.4% | +59.6% | -39.1% | -8.3% |
| All | +65.5% | +257.3% | -191.7% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling