-8.7%
COMP vs VIG
+64.4%
-73.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +3.5% | -3.5% | -7.7% |
| 30D | +16.6% | +4.9% | +11.6% | +4.7% |
| 3M | -23.5% | +2.5% | -26.0% | -27.2% |
| 6M | +25.7% | +11.0% | +14.7% | -0.3% |
| YTD | -3.4% | +16.0% | -19.4% | -29.8% |
| 1Y | +7.6% | +17.5% | -10.0% | -24.4% |
| 3Y | +423.6% | +67.0% | +356.6% | +48.8% |
| All | -8.7% | +64.4% | -73.1% | -71.1% |
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