+213.7%
VT vs VIG
+257.3%
-43.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -2.3% | -1.8% | -0.5% | -0.5% |
| 30D | -5.0% | +2.7% | -7.6% | -7.4% |
| 3M | -4.9% | 0.0% | -4.8% | -4.9% |
| 6M | -1.5% | +6.8% | -8.3% | -7.7% |
| YTD | +8.5% | +12.1% | -3.6% | -3.0% |
| 1Y | +11.4% | +14.8% | -3.5% | -2.8% |
| 3Y | +70.1% | +62.4% | +7.7% | +5.6% |
| 5Y | +53.7% | +59.6% | -5.8% | -2.8% |
| All | +213.7% | +257.3% | -43.6% | -6.3% |
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