+24.7%
Z vs VIG
+272.4%
-247.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.5% |
| 7D | -3.0% | -0.4% | -2.6% | -2.4% |
| 30D | -4.2% | -1.0% | -3.2% | -2.8% |
| 3M | -3.7% | +2.8% | -6.5% | -6.9% |
| 6M | -24.5% | +8.2% | -32.7% | -31.8% |
| YTD | -49.3% | +11.0% | -60.3% | -55.8% |
| 1Y | -58.7% | +16.1% | -74.8% | -66.0% |
| 3Y | -34.1% | +56.2% | -90.3% | -62.3% |
| 5Y | -64.5% | +63.0% | -127.5% | -80.2% |
| 10Y | -0.5% | +241.4% | -241.9% | -74.9% |
| All | +24.7% | +272.4% | -247.7% | -71.8% |
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