-16.1%
Z vs VIG
+257.3%
-273.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.9% |
| 7D | -4.6% | -1.8% | -2.8% | -1.6% |
| 30D | +8.3% | +2.7% | +5.6% | +5.3% |
| 3M | -11.6% | 0.0% | -11.6% | -10.7% |
| 6M | -33.6% | +6.8% | -40.4% | -38.6% |
| YTD | -56.7% | +12.1% | -68.7% | -62.4% |
| 1Y | -59.1% | +14.8% | -74.0% | -65.7% |
| 3Y | -20.4% | +62.4% | -82.8% | -56.8% |
| 5Y | -55.3% | +59.6% | -114.8% | -74.5% |
| All | -16.1% | +257.3% | -273.4% | -82.4% |
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