+174.8%
VIOG vs VT
+215.5%
-40.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.3% |
| 7D | -2.0% | -2.3% | +0.4% | +0.7% |
| 30D | -0.2% | -5.0% | +4.8% | +5.8% |
| 3M | -8.1% | -4.9% | -3.2% | -2.7% |
| 6M | -1.7% | -1.5% | -0.1% | -0.1% |
| YTD | +14.9% | +8.5% | +6.4% | +4.1% |
| 1Y | +17.0% | +11.4% | +5.6% | +2.8% |
| 3Y | +53.2% | +70.1% | -16.9% | -17.5% |
| 5Y | +18.3% | +53.7% | -35.4% | -27.8% |
| All | +174.8% | +215.5% | -40.8% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling