+677.3%
VRT vs VIG
+65.3%
+612.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +4.6% |
| 7D | +0.5% | -0.3% | +0.8% | +2.2% |
| 30D | -13.7% | +4.9% | -18.6% | -22.2% |
| 3M | -26.7% | +2.9% | -29.6% | -31.1% |
| 6M | -43.8% | +11.2% | -55.1% | -55.2% |
| YTD | +27.6% | +16.0% | +11.6% | -6.0% |
| 1Y | +15.5% | +17.0% | -1.5% | -16.0% |
| 3Y | +395.6% | +66.9% | +328.7% | +79.0% |
| 5Y | +677.3% | +65.8% | +611.5% | +188.1% |
| All | +677.3% | +65.3% | +612.1% | +188.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling