+580.0%
XYZ vs VIG
+240.3%
+339.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -1.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.7% |
| 30D | +1.4% | -2.1% | +3.5% | +5.6% |
| 3M | +14.6% | +3.3% | +11.2% | +8.0% |
| 6M | +20.8% | +9.3% | +11.5% | +2.9% |
| YTD | +23.1% | +10.1% | +12.9% | +3.8% |
| 1Y | +5.6% | +14.7% | -9.1% | -17.2% |
| 3Y | +50.9% | +56.9% | -6.0% | -31.9% |
| 5Y | -68.6% | +62.9% | -131.5% | -85.2% |
| 10Y | +580.0% | +241.3% | +338.6% | +5.6% |
| All | +580.0% | +240.3% | +339.6% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling