+692.8%
GOOGL vs VIG
+262.6%
+430.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +3.5% | +0.4% | 0.0% |
| 30D | -14.9% | +4.9% | -19.9% | -19.6% |
| 3M | -14.6% | +2.5% | -17.1% | -17.1% |
| 6M | -26.4% | +11.0% | -37.5% | -34.8% |
| YTD | -5.3% | +16.0% | -21.3% | -19.9% |
| 1Y | +6.5% | +17.5% | -11.1% | -11.3% |
| 3Y | +126.0% | +67.0% | +59.0% | +26.7% |
| 5Y | +100.8% | +64.8% | +36.0% | +15.8% |
| All | +692.8% | +262.6% | +430.2% | +86.8% |
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