-12.1%
COMP vs VIG
+65.2%
-77.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +8.9% | +3.1% | +5.8% | +1.3% |
| 30D | +14.0% | +5.0% | +8.9% | +2.1% |
| 3M | -21.1% | +2.7% | -23.8% | -25.2% |
| 6M | +20.1% | +11.0% | +9.1% | -4.7% |
| YTD | -5.0% | +16.0% | -21.0% | -30.9% |
| 1Y | +5.7% | +16.3% | -10.6% | -23.9% |
| 3Y | +412.2% | +66.8% | +345.4% | +46.0% |
| 5Y | -12.1% | +64.8% | -76.9% | -72.2% |
| All | -12.1% | +65.2% | -77.3% | -72.2% |
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