+384.4%
VZ vs VIG
+623.5%
-239.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +7.9% | -1.0% | +8.9% | +8.6% |
| 3M | +13.6% | +2.8% | +10.9% | +11.5% |
| 6M | +1.1% | +8.2% | -7.1% | -4.5% |
| YTD | +29.3% | +11.0% | +18.3% | +19.8% |
| 1Y | +21.2% | +16.1% | +5.1% | +8.8% |
| 3Y | +75.9% | +56.2% | +19.7% | +26.5% |
| 5Y | +24.1% | +63.0% | -38.9% | -14.7% |
| 10Y | +62.4% | +241.4% | -179.0% | -39.2% |
| All | +384.4% | +623.5% | -239.1% | -5.7% |
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 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