+662.4%
XLV vs VIG
+615.8%
+46.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -3.6% | -1.1% | -2.5% | -2.7% |
| 30D | -1.8% | -2.7% | +0.9% | +0.5% |
| 3M | +7.8% | +2.5% | +5.2% | +5.6% |
| 6M | +9.1% | +9.2% | -0.1% | +1.4% |
| YTD | +7.7% | +9.8% | -2.1% | -0.3% |
| 1Y | +20.4% | +12.4% | +8.0% | +9.3% |
| 3Y | +30.8% | +55.9% | -25.1% | -9.8% |
| 5Y | +34.6% | +63.9% | -29.3% | -11.4% |
| 10Y | +173.4% | +249.1% | -75.7% | -3.5% |
| All | +662.4% | +615.8% | +46.6% | +52.2% |
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