+246.1%
VNQ vs VIG
+614.0%
-367.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -0.9% | -1.2% | +0.3% | +0.6% |
| 30D | -2.2% | -2.8% | +0.6% | +1.4% |
| 3M | -1.9% | +2.5% | -4.4% | -5.1% |
| 6M | +3.2% | +8.1% | -4.9% | -6.9% |
| YTD | +9.4% | +9.6% | -0.2% | -3.3% |
| 1Y | +7.5% | +14.2% | -6.6% | -10.0% |
| 3Y | +31.1% | +56.1% | -25.0% | -28.0% |
| 5Y | +6.6% | +62.8% | -56.3% | -45.2% |
| 10Y | +63.9% | +248.2% | -184.3% | -72.9% |
| All | +246.1% | +614.0% | -367.9% | -80.8% |
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