+136.0%
XLC vs VIG
+185.1%
-49.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | +3.5% | +0.2% | +0.3% |
| 30D | -1.9% | +4.9% | -6.9% | -6.6% |
| 3M | -3.1% | +2.5% | -5.6% | -5.6% |
| 6M | -6.4% | +11.0% | -17.4% | -15.9% |
| YTD | -6.8% | +16.0% | -22.8% | -20.0% |
| 1Y | -1.7% | +17.5% | -19.2% | -16.7% |
| 3Y | +64.7% | +67.0% | -2.3% | -2.5% |
| 5Y | +41.1% | +64.8% | -23.7% | -14.8% |
| All | +136.0% | +185.1% | -49.0% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling