+3,343.0%
GOOG vs VIG
+617.8%
+2,725.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.5% |
| 30D | -5.1% | -2.1% | -3.0% | -2.9% |
| 3M | -7.1% | +3.3% | -10.4% | -10.3% |
| 6M | +12.7% | +9.3% | +3.4% | +2.8% |
| YTD | +7.1% | +10.1% | -3.1% | -3.3% |
| 1Y | +43.6% | +14.7% | +28.9% | +24.4% |
| 3Y | +146.8% | +56.9% | +89.8% | +53.5% |
| 5Y | +133.7% | +62.9% | +70.8% | +42.3% |
| 10Y | +773.3% | +241.3% | +532.0% | +152.6% |
| All | +3,343.0% | +617.8% | +2,725.2% | +372.0% |
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