+215.4%
ADSK vs VIG
+250.0%
-34.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.6% |
| 7D | -2.5% | -1.1% | -1.5% | -1.1% |
| 30D | -14.9% | -2.7% | -12.1% | -11.5% |
| 3M | +3.3% | +2.5% | +0.8% | -0.1% |
| 6M | -15.7% | +9.2% | -24.9% | -25.6% |
| YTD | -28.2% | +9.8% | -38.1% | -37.2% |
| 1Y | -34.5% | +12.4% | -46.9% | -44.5% |
| 3Y | -2.9% | +55.9% | -58.8% | -47.7% |
| 5Y | -25.3% | +63.9% | -89.3% | -61.2% |
| All | +215.4% | +250.0% | -34.7% | -49.0% |
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