+2,715.8%
MSCI vs VIG
+546.7%
+2,169.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +2.8% | -1.8% | +4.6% | +5.2% |
| 30D | +15.4% | +2.7% | +12.7% | +11.9% |
| 3M | +13.4% | 0.0% | +13.4% | +13.6% |
| 6M | +10.9% | +6.8% | +4.2% | +2.3% |
| YTD | +13.0% | +12.1% | +0.9% | -2.1% |
| 1Y | +12.0% | +14.8% | -2.8% | -5.9% |
| 3Y | +34.1% | +62.4% | -28.3% | -26.8% |
| 5Y | +3.9% | +59.6% | -55.7% | -40.3% |
| 10Y | +802.0% | +261.5% | +540.5% | +96.0% |
| All | +2,715.8% | +546.7% | +2,169.1% | +241.9% |
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