-14.5%
Z vs VIG
+267.0%
-281.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +0.5% |
| 7D | -5.2% | +0.4% | -5.6% | -5.1% |
| 30D | +5.7% | +4.3% | +1.5% | +0.6% |
| 3M | -8.7% | +2.0% | -10.8% | -10.3% |
| 6M | -26.0% | +10.2% | -36.2% | -34.4% |
| YTD | -55.0% | +14.8% | -69.8% | -62.3% |
| 1Y | -58.0% | +17.5% | -75.4% | -65.8% |
| 3Y | -15.2% | +67.4% | -82.6% | -55.8% |
| 5Y | -53.8% | +63.4% | -117.2% | -74.6% |
| 10Y | -14.5% | +259.9% | -274.4% | -82.0% |
| All | -14.5% | +267.0% | -281.5% | -82.0% |
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