-54.2%
COMP vs VIG
+83.2%
-137.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.8% | -0.6% |
| 7D | -1.8% | -2.0% | +0.2% | +3.2% |
| 30D | -0.8% | +2.7% | -3.5% | -6.0% |
| 3M | -28.1% | +0.3% | -28.5% | -27.9% |
| 6M | +27.0% | +7.6% | +19.4% | +9.7% |
| YTD | -12.8% | +12.5% | -25.3% | -30.8% |
| 1Y | +4.9% | +14.8% | -9.9% | -20.6% |
| 3Y | +321.0% | +63.2% | +257.8% | +38.6% |
| 5Y | -25.6% | +60.2% | -85.7% | -73.6% |
| All | -54.2% | +83.2% | -137.4% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling