+546.0%
XLP vs VIG
+630.3%
-84.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +0.7% | -1.8% | +2.5% | +2.0% |
| 30D | +10.3% | +2.7% | +7.6% | +8.3% |
| 3M | +6.5% | 0.0% | +6.6% | +6.6% |
| 6M | +8.4% | +6.8% | +1.6% | +3.5% |
| YTD | +18.2% | +12.1% | +6.1% | +9.1% |
| 1Y | +22.4% | +14.8% | +7.6% | +11.0% |
| 3Y | +41.9% | +62.4% | -20.5% | +0.3% |
| 5Y | +40.9% | +59.6% | -18.7% | +0.2% |
| 10Y | +128.4% | +261.5% | -133.1% | -8.1% |
| All | +546.0% | +630.3% | -84.3% | +61.3% |
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