+533.2%
XYZ vs VIG
+278.7%
+254.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | +0.1% |
| 7D | -1.0% | -0.4% | -0.5% | -0.1% |
| 30D | -1.7% | -1.0% | -0.7% | +0.1% |
| 3M | +16.7% | +2.8% | +14.0% | +11.3% |
| 6M | +26.9% | +8.2% | +18.7% | +10.3% |
| YTD | +27.1% | +11.0% | +16.1% | +6.1% |
| 1Y | +9.3% | +16.1% | -6.9% | -15.8% |
| 3Y | +42.3% | +56.2% | -13.9% | -34.0% |
| 5Y | -69.3% | +63.0% | -132.3% | -85.3% |
| 10Y | +586.8% | +241.4% | +345.4% | +19.5% |
| All | +533.2% | +278.7% | +254.6% | -3.7% |
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