-89.0%
OPEN vs VIG
+141.1%
-230.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -15.0% | +3.5% | -18.5% | -22.4% |
| 30D | -40.2% | +4.9% | -45.1% | -46.6% |
| 3M | -67.4% | +2.5% | -69.9% | -69.0% |
| 6M | -74.0% | +11.0% | -85.0% | -79.8% |
| YTD | -79.6% | +16.0% | -95.6% | -85.7% |
| 1Y | -86.1% | +17.5% | -103.6% | -90.5% |
| 3Y | -41.4% | +67.0% | -108.4% | -82.1% |
| 5Y | -94.9% | +64.8% | -159.6% | -98.2% |
| All | -89.0% | +141.1% | -230.1% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling