-68.9%
XYZ vs VIG
+63.1%
-132.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | +0.4% |
| 7D | -1.0% | -0.4% | -0.5% | +0.1% |
| 30D | -1.7% | -1.0% | -0.7% | +0.7% |
| 3M | +16.7% | +2.8% | +14.0% | +9.6% |
| 6M | +26.9% | +8.2% | +18.7% | +5.5% |
| YTD | +27.1% | +11.0% | +16.1% | 0.0% |
| 1Y | +9.3% | +16.1% | -6.9% | -22.8% |
| 3Y | +42.3% | +56.2% | -13.9% | -52.1% |
| All | -68.9% | +63.1% | -132.0% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling