+80.4%
XLI vs VIG
+61.5%
+18.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -2.3% | -2.2% | -0.1% | +0.2% |
| 30D | -8.2% | -3.2% | -4.9% | -4.8% |
| 3M | +0.8% | +3.0% | -2.3% | -2.5% |
| 6M | +0.8% | +8.1% | -7.3% | -7.3% |
| YTD | +10.5% | +9.1% | +1.5% | +0.8% |
| 1Y | +14.1% | +12.6% | +1.6% | +0.6% |
| 3Y | +68.6% | +55.4% | +13.2% | +5.8% |
| 5Y | +80.4% | +62.8% | +17.6% | +7.6% |
| All | +80.4% | +61.5% | +18.9% | +7.6% |
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