+135.8%
XLC vs VIG
+185.1%
-49.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -2.6% | +4.9% | -7.5% | -7.2% |
| 3M | -2.1% | +2.9% | -5.0% | -5.0% |
| 6M | -5.5% | +11.2% | -16.7% | -15.2% |
| YTD | -6.9% | +16.0% | -22.9% | -20.0% |
| 1Y | -3.7% | +17.0% | -20.7% | -18.0% |
| 3Y | +64.2% | +66.9% | -2.7% | -2.7% |
| 5Y | +43.0% | +65.8% | -22.8% | -14.1% |
| All | +135.8% | +185.1% | -49.3% | -16.9% |
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