+758.7%
XLY vs VIG
+615.8%
+142.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -0.5% |
| 30D | -4.2% | -2.7% | -1.4% | -1.1% |
| 3M | -2.7% | +2.5% | -5.2% | -5.4% |
| 6M | -0.6% | +9.2% | -9.9% | -10.0% |
| YTD | -5.0% | +9.8% | -14.9% | -14.5% |
| 1Y | -4.1% | +12.4% | -16.5% | -15.9% |
| 3Y | +33.6% | +55.9% | -22.3% | -18.4% |
| 5Y | +28.7% | +63.9% | -35.2% | -24.4% |
| 10Y | +219.6% | +249.1% | -29.4% | -20.2% |
| All | +758.7% | +615.8% | +142.9% | -4.1% |
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