-74.2%
OPEN vs VIG
+128.4%
-202.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -2.2% |
| 7D | -11.4% | -1.1% | -10.4% | -8.9% |
| 30D | -20.1% | -2.7% | -17.3% | -14.0% |
| 3M | -37.6% | +2.5% | -40.1% | -41.1% |
| 6M | -47.1% | +9.2% | -56.3% | -57.4% |
| YTD | -52.1% | +9.8% | -62.0% | -61.8% |
| 1Y | -73.5% | +12.4% | -85.9% | -79.7% |
| 3Y | -24.4% | +55.9% | -80.3% | -72.5% |
| 5Y | -85.1% | +63.9% | -149.1% | -94.5% |
| All | -74.2% | +128.4% | -202.6% | -93.3% |
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