+740.7%
GOOGL vs VIG
+247.5%
+493.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -2.8% | -2.2% | -0.6% | -0.4% |
| 30D | -3.2% | -3.2% | 0.0% | +0.4% |
| 3M | -6.6% | +3.0% | -9.6% | -9.7% |
| 6M | +8.5% | +8.1% | +0.3% | -0.4% |
| YTD | +6.5% | +9.1% | -2.6% | -3.3% |
| 1Y | +39.4% | +12.6% | +26.9% | +22.4% |
| 3Y | +146.2% | +55.4% | +90.8% | +50.1% |
| 5Y | +138.3% | +62.8% | +75.6% | +40.1% |
| All | +740.7% | +247.5% | +493.1% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling