-64.8%
Z vs VIG
+63.1%
-127.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.4% |
| 7D | -3.0% | -0.4% | -2.6% | -2.3% |
| 30D | -4.2% | -1.0% | -3.2% | -2.5% |
| 3M | -3.7% | +2.8% | -6.5% | -7.6% |
| 6M | -24.5% | +8.2% | -32.7% | -33.4% |
| YTD | -49.3% | +11.0% | -60.3% | -57.2% |
| 1Y | -58.7% | +16.1% | -74.8% | -67.6% |
| 3Y | -34.1% | +56.2% | -90.3% | -67.8% |
| All | -64.8% | +63.1% | -127.9% | -84.5% |
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