+2,173.6%
VGT vs VIG
+617.8%
+1,555.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.7% |
| 7D | +1.8% | -0.4% | +2.2% | +2.3% |
| 30D | -0.3% | -2.1% | +1.8% | +2.1% |
| 3M | +3.4% | +3.3% | 0.0% | -0.5% |
| 6M | +35.0% | +9.3% | +25.7% | +22.0% |
| YTD | +28.8% | +10.1% | +18.6% | +15.5% |
| 1Y | +38.0% | +14.7% | +23.3% | +18.2% |
| 3Y | +125.8% | +56.9% | +68.9% | +36.9% |
| 5Y | +134.7% | +62.9% | +71.8% | +39.4% |
| 10Y | +792.6% | +241.3% | +551.3% | +141.0% |
| All | +2,173.6% | +617.8% | +1,555.8% | +174.7% |
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