-28.1%
COMP vs VIG
-0.1%
-28.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.8% | +2.3% |
| 7D | -1.8% | -2.0% | +0.2% | +4.2% |
| 30D | -0.8% | +2.7% | -3.5% | -10.7% |
| 3M | -28.1% | +0.3% | -28.5% | -27.5% |
| All | -28.1% | -0.1% | -28.0% | -27.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling