+212.9%
XLF vs VIG
+617.8%
-404.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.8% |
| 30D | -0.5% | -2.1% | +1.6% | +2.6% |
| 3M | +10.6% | +3.3% | +7.3% | +5.4% |
| 6M | +14.3% | +9.3% | +5.0% | +0.3% |
| YTD | +5.5% | +10.1% | -4.6% | -8.5% |
| 1Y | +9.6% | +14.7% | -5.2% | -10.5% |
| 3Y | +75.2% | +56.9% | +18.2% | -10.0% |
| 5Y | +65.5% | +62.9% | +2.6% | -20.3% |
| 10Y | +246.4% | +241.3% | +5.1% | -48.8% |
| All | +212.9% | +617.8% | -404.9% | -84.3% |
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