+381.6%
COMP vs VIG
+62.5%
+319.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +11.5% |
| 7D | +13.4% | -1.8% | +15.2% | +18.0% |
| 30D | +11.1% | +2.7% | +8.4% | +6.1% |
| 3M | -18.8% | 0.0% | -18.8% | -18.0% |
| 6M | +10.5% | +6.8% | +3.7% | -1.0% |
| YTD | -3.4% | +12.1% | -15.5% | -19.8% |
| 1Y | +19.7% | +14.8% | +4.9% | -4.9% |
| 3Y | +381.6% | +62.4% | +319.2% | +11.9% |
| All | +381.6% | +62.5% | +319.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling