-1.5%
XLC vs VIG
+12.7%
-14.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -1.7% | -2.2% | +0.6% | 0.0% |
| 30D | +0.2% | -3.2% | +3.4% | +2.6% |
| 3M | +0.7% | +3.0% | -2.3% | -1.5% |
| 6M | -4.5% | +8.1% | -12.6% | -10.2% |
| YTD | -4.7% | +9.1% | -13.8% | -11.2% |
| 1Y | -1.5% | +12.6% | -14.1% | -10.4% |
| All | -1.5% | +12.7% | -14.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling