-87.4%
OPEN vs VIG
+141.2%
-228.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +2.2% |
| 7D | -31.1% | -0.3% | -30.7% | -30.2% |
| 30D | -34.7% | +4.9% | -39.6% | -41.6% |
| 3M | -61.9% | +2.9% | -64.8% | -64.2% |
| 6M | -71.9% | +11.2% | -83.1% | -78.2% |
| YTD | -76.6% | +16.0% | -92.6% | -83.6% |
| 1Y | -83.9% | +17.0% | -100.9% | -88.9% |
| 3Y | -34.4% | +66.9% | -101.2% | -80.0% |
| 5Y | -93.9% | +65.8% | -159.8% | -97.9% |
| All | -87.4% | +141.2% | -228.5% | -97.1% |
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 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