-49.3%
COMP vs VIG
+82.5%
-131.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +11.6% |
| 7D | +13.4% | -1.8% | +15.2% | +18.6% |
| 30D | +11.1% | +2.7% | +8.4% | +5.2% |
| 3M | -18.8% | 0.0% | -18.8% | -18.0% |
| 6M | +10.5% | +6.8% | +3.7% | -3.1% |
| YTD | -3.4% | +12.1% | -15.5% | -22.8% |
| 1Y | +19.7% | +14.8% | +4.9% | -9.5% |
| 3Y | +381.6% | +62.4% | +319.2% | +60.2% |
| 5Y | -17.6% | +59.6% | -77.2% | -70.6% |
| All | -49.3% | +82.5% | -131.8% | -81.3% |
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