+141.4%
VIGI vs VT
+245.8%
-104.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.1% |
| 7D | -0.6% | -2.3% | +1.7% | +1.3% |
| 30D | +4.2% | -5.0% | +9.1% | +8.6% |
| 3M | -0.4% | -4.9% | +4.4% | +3.7% |
| 6M | +5.2% | -1.5% | +6.7% | +6.2% |
| YTD | +8.5% | +8.5% | 0.0% | +0.9% |
| 1Y | +12.6% | +11.4% | +1.3% | +2.4% |
| 3Y | +43.6% | +70.1% | -26.5% | -9.6% |
| 5Y | +25.3% | +53.7% | -28.4% | -14.4% |
| 10Y | +132.0% | +220.0% | -87.9% | -19.0% |
| All | +141.4% | +245.8% | -104.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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