+2,137.2%
XLK vs VIG
+615.8%
+1,521.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.5% |
| 7D | +0.2% | -1.1% | +1.3% | +1.5% |
| 30D | -0.6% | -2.7% | +2.1% | +2.6% |
| 3M | +2.6% | +2.5% | 0.0% | -0.4% |
| 6M | +34.0% | +9.2% | +24.7% | +21.3% |
| YTD | +30.7% | +9.8% | +20.8% | +17.7% |
| 1Y | +39.2% | +12.4% | +26.8% | +22.3% |
| 3Y | +120.4% | +55.9% | +64.5% | +35.4% |
| 5Y | +148.8% | +63.9% | +84.9% | +47.4% |
| 10Y | +803.3% | +249.1% | +554.2% | +142.9% |
| All | +2,137.2% | +615.8% | +1,521.4% | +177.3% |
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