-59.7%
MKTX vs VIG
+63.0%
-122.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.2% | -1.1% | +0.8% | +0.5% |
| 30D | +0.7% | -2.7% | +3.5% | +2.6% |
| 3M | +40.8% | +2.5% | +38.2% | +38.5% |
| 6M | -8.0% | +9.2% | -17.2% | -13.5% |
| YTD | -8.7% | +9.8% | -18.6% | -14.6% |
| 1Y | -11.8% | +12.4% | -24.2% | -19.0% |
| 3Y | -24.0% | +55.9% | -79.9% | -49.1% |
| All | -59.7% | +63.0% | -122.7% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling