-7.5%
MSCI vs VIG
+63.1%
-70.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +1.0% |
| 30D | +0.6% | -1.0% | +1.5% | +1.8% |
| 3M | -7.1% | +2.8% | -9.8% | -10.6% |
| 6M | +0.8% | +8.2% | -7.4% | -9.6% |
| YTD | +1.0% | +11.0% | -10.0% | -12.6% |
| 1Y | +4.3% | +16.1% | -11.8% | -15.4% |
| 3Y | +9.9% | +56.2% | -46.2% | -43.1% |
| All | -7.5% | +63.1% | -70.6% | -54.1% |
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