-29.9%
COMP vs VIG
+63.1%
-93.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.6% |
| 7D | +1.4% | -0.4% | +1.8% | +2.5% |
| 30D | -13.3% | -1.0% | -12.4% | -11.1% |
| 3M | +41.1% | +2.8% | +38.4% | +33.4% |
| 6M | +17.2% | +8.2% | +9.0% | -0.3% |
| YTD | +5.2% | +11.0% | -5.8% | -15.5% |
| 1Y | +18.9% | +16.1% | +2.8% | -14.4% |
| 3Y | +215.9% | +56.2% | +159.8% | +8.4% |
| All | -29.9% | +63.1% | -93.0% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling