+38.4%
XLC vs VIG
+63.1%
-24.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +1.0% |
| 30D | +0.2% | -2.1% | +2.3% | +2.6% |
| 3M | +0.6% | +3.3% | -2.7% | -2.9% |
| 6M | -4.5% | +9.3% | -13.8% | -13.4% |
| YTD | -4.7% | +10.1% | -14.9% | -14.5% |
| 1Y | -1.7% | +14.7% | -16.4% | -15.7% |
| 3Y | +72.3% | +56.9% | +15.3% | +2.1% |
| All | +38.4% | +63.1% | -24.7% | -21.6% |
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 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