-46.5%
COMP vs VIG
+86.9%
-133.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +0.2% |
| 7D | +14.5% | +0.4% | +14.1% | +14.0% |
| 30D | +14.9% | +4.3% | +10.6% | +5.3% |
| 3M | -14.2% | +2.0% | -16.3% | -17.2% |
| 6M | +23.7% | +10.2% | +13.5% | +1.1% |
| YTD | +2.1% | +14.8% | -12.7% | -22.6% |
| 1Y | +26.2% | +17.5% | +8.7% | -9.3% |
| 3Y | +470.9% | +67.4% | +403.5% | +77.1% |
| 5Y | -14.0% | +63.4% | -77.4% | -70.9% |
| All | -46.5% | +86.9% | -133.4% | -81.3% |
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