+384.8%
XLB vs VIG
+650.0%
-265.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.5% |
| 7D | +0.5% | +1.0% | -0.5% | -0.7% |
| 30D | +6.9% | +4.5% | +2.4% | +1.4% |
| 3M | -0.2% | +2.1% | -2.2% | -2.6% |
| 6M | +3.3% | +10.5% | -7.2% | -8.1% |
| YTD | +18.0% | +15.1% | +3.0% | +0.1% |
| 1Y | +24.2% | +16.9% | +7.3% | +3.4% |
| 3Y | +44.7% | +65.6% | -20.9% | -20.2% |
| 5Y | +31.6% | +64.4% | -32.8% | -26.6% |
| 10Y | +164.2% | +260.6% | -96.4% | -42.9% |
| All | +384.8% | +650.0% | -265.2% | -56.5% |
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