+577.7%
VIOG vs VT
+438.0%
+139.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | -4.1% | +1.0% | -5.0% | -5.0% |
| 3M | +3.5% | +2.4% | +1.1% | +0.9% |
| 6M | +12.2% | +12.0% | +0.2% | -0.3% |
| YTD | +21.1% | +15.3% | +5.8% | +4.3% |
| 1Y | +21.6% | +22.6% | -1.0% | -1.7% |
| 3Y | +49.1% | +74.7% | -25.5% | -15.7% |
| 5Y | +31.6% | +66.1% | -34.5% | -21.2% |
| 10Y | +172.6% | +225.0% | -52.4% | -10.8% |
| All | +577.7% | +438.0% | +139.7% | +51.2% |
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