-2.7%
MSCI vs VIG
+14.9%
-17.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | -1.7% | -2.1% | +0.3% | -0.4% |
| 3M | -8.2% | +3.3% | -11.6% | -10.0% |
| 6M | -2.4% | +9.3% | -11.7% | -8.0% |
| YTD | -2.8% | +10.1% | -13.0% | -8.7% |
| 1Y | -2.7% | +14.7% | -17.4% | -11.6% |
| All | -2.7% | +14.9% | -17.5% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling