+2,417.1%
MSCI vs VIG
+540.7%
+1,876.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.9% |
| 30D | +0.6% | -1.0% | +1.5% | +1.7% |
| 3M | -7.1% | +2.8% | -9.8% | -10.3% |
| 6M | +0.8% | +8.2% | -7.4% | -8.8% |
| YTD | +1.0% | +11.0% | -10.0% | -11.6% |
| 1Y | +4.3% | +16.1% | -11.8% | -13.7% |
| 3Y | +9.9% | +56.2% | -46.2% | -37.0% |
| 5Y | -6.8% | +63.0% | -69.7% | -47.8% |
| 10Y | +614.7% | +241.4% | +373.2% | +66.3% |
| All | +2,417.1% | +540.7% | +1,876.4% | +208.7% |
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