-49.1%
COMP vs VIG
+88.9%
-138.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +3.2% |
| 30D | +16.3% | +4.9% | +11.4% | +5.1% |
| 3M | -19.1% | +2.9% | -22.1% | -23.4% |
| 6M | +17.1% | +11.2% | +5.9% | -6.4% |
| YTD | -2.9% | +16.0% | -18.9% | -28.1% |
| 1Y | +8.8% | +17.0% | -8.1% | -21.2% |
| 3Y | +423.5% | +66.9% | +356.6% | +63.9% |
| 5Y | -10.5% | +65.8% | -76.3% | -70.5% |
| All | -49.1% | +88.9% | -138.0% | -82.6% |
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