+567.0%
VIOG vs VT
+426.4%
+140.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | +2.0% | -1.4% | +3.4% | +3.5% |
| 3M | -6.4% | -1.4% | -5.1% | -5.1% |
| 6M | +4.2% | +5.5% | -1.3% | -1.6% |
| YTD | +19.2% | +12.8% | +6.3% | +4.9% |
| 1Y | +22.0% | +15.4% | +6.5% | +4.9% |
| 3Y | +57.7% | +76.9% | -19.2% | -12.0% |
| 5Y | +24.8% | +60.4% | -35.6% | -22.6% |
| 10Y | +190.5% | +232.8% | -42.3% | -6.4% |
| All | +567.0% | +426.4% | +140.6% | +52.2% |
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