+2,545.5%
VRT vs VIG
+163.4%
+2,382.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -8.9% |
| 7D | +2.4% | -1.2% | +3.6% | +4.1% |
| 30D | -2.7% | -2.8% | +0.2% | +1.1% |
| 3M | -9.2% | +2.5% | -11.6% | -11.9% |
| 6M | -0.5% | +8.1% | -8.6% | -9.6% |
| YTD | +62.3% | +9.6% | +52.8% | +45.5% |
| 1Y | +109.6% | +14.2% | +95.4% | +79.2% |
| 3Y | +573.1% | +56.1% | +517.0% | +312.5% |
| 5Y | +953.6% | +62.8% | +890.8% | +541.6% |
| All | +2,545.5% | +163.4% | +2,382.1% | +1,108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling