+30.5%
XEL vs VIG
+61.5%
-30.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -1.2% | -2.2% | +1.0% | +0.1% |
| 30D | -2.9% | -3.2% | +0.3% | -1.1% |
| 3M | -2.7% | +3.0% | -5.8% | -4.4% |
| 6M | -6.5% | +8.1% | -14.6% | -10.7% |
| YTD | +3.6% | +9.1% | -5.4% | -1.6% |
| 1Y | +7.5% | +12.6% | -5.1% | 0.0% |
| 3Y | +46.3% | +55.4% | -9.0% | +9.7% |
| 5Y | +30.5% | +62.8% | -32.2% | -8.0% |
| All | +30.5% | +61.5% | -30.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling