+351.9%
VZ vs VIG
+648.1%
-296.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | +10.6% | +4.3% | +6.3% | +7.4% |
| 3M | -0.6% | +2.0% | -2.6% | -2.1% |
| 6M | +0.7% | +10.2% | -9.4% | -6.0% |
| YTD | +20.6% | +14.8% | +5.8% | +9.1% |
| 1Y | +22.7% | +17.5% | +5.3% | +9.1% |
| 3Y | +57.2% | +67.4% | -10.2% | +7.5% |
| 5Y | +21.4% | +63.4% | -42.0% | -16.6% |
| 10Y | +65.5% | +259.9% | -194.4% | -40.5% |
| All | +351.9% | +648.1% | -296.2% | -14.2% |
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