+447.4%
XLU vs VIG
+614.0%
-166.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | +0.6% | -1.2% | +1.8% | +1.5% |
| 30D | -0.4% | -2.8% | +2.4% | +1.7% |
| 3M | -1.7% | +2.5% | -4.2% | -3.6% |
| 6M | -7.1% | +8.1% | -15.2% | -12.6% |
| YTD | +1.9% | +9.6% | -7.6% | -5.2% |
| 1Y | +6.1% | +14.2% | -8.0% | -4.5% |
| 3Y | +48.8% | +56.1% | -7.3% | +4.5% |
| 5Y | +43.8% | +62.8% | -19.0% | -3.0% |
| 10Y | +143.2% | +248.2% | -105.0% | -9.3% |
| All | +447.4% | +614.0% | -166.7% | +15.1% |
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