+45.6%
XEL vs VIG
+55.8%
-10.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -3.9% | -2.7% | -1.2% | -2.7% |
| 3M | -2.8% | +2.5% | -5.4% | -4.0% |
| 6M | -5.4% | +9.2% | -14.6% | -9.2% |
| YTD | +3.8% | +9.8% | -6.1% | -0.9% |
| 1Y | +6.8% | +12.4% | -5.6% | +0.9% |
| 3Y | +45.6% | +55.9% | -10.3% | +7.6% |
| All | +45.6% | +55.8% | -10.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling