+20.1%
COMP vs VIG
+19.5%
+0.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +1.8% |
| 7D | +9.5% | +2.7% | +6.7% | +1.8% |
| 30D | +8.1% | +7.0% | +1.1% | -10.2% |
| 3M | -16.3% | +4.0% | -20.3% | -24.4% |
| 6M | +42.2% | +12.3% | +29.9% | +5.7% |
| YTD | -5.0% | +16.4% | -21.4% | -34.0% |
| 1Y | +20.1% | +19.2% | +0.9% | -20.5% |
| All | +20.1% | +19.5% | +0.6% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling