+412.3%
COMP vs VIG
+65.9%
+346.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.9% |
| 7D | +7.2% | +1.0% | +6.2% | +5.6% |
| 30D | +6.4% | +4.5% | +1.9% | -1.8% |
| 3M | -19.4% | +2.1% | -21.5% | -21.9% |
| 6M | +14.6% | +10.5% | +4.1% | -3.9% |
| YTD | -5.5% | +15.1% | -20.6% | -25.3% |
| 1Y | +13.7% | +16.9% | -3.2% | -12.8% |
| All | +412.3% | +65.9% | +346.4% | +28.5% |
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 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