+1,779.8%
MKTX vs VIG
+614.0%
+1,165.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +0.3% | -1.2% | +1.4% | +1.7% |
| 30D | +1.0% | -2.8% | +3.8% | +4.6% |
| 3M | +40.8% | +2.5% | +38.3% | +36.6% |
| 6M | -10.9% | +8.1% | -19.0% | -19.5% |
| YTD | -8.6% | +9.6% | -18.2% | -19.0% |
| 1Y | -11.6% | +14.2% | -25.7% | -26.0% |
| 3Y | -24.5% | +56.1% | -80.6% | -59.5% |
| 5Y | -60.7% | +62.8% | -123.6% | -80.3% |
| 10Y | +5.1% | +248.2% | -243.1% | -84.7% |
| All | +1,779.8% | +614.0% | +1,165.7% | -13.3% |
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