+360.8%
VT vs VIG
+605.4%
-244.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | -2.6% | +4.3% | -6.9% | -7.0% |
| 3M | -3.2% | +2.0% | -5.3% | -5.4% |
| 6M | +0.9% | +10.2% | -9.2% | -9.2% |
| YTD | +11.3% | +14.8% | -3.5% | -4.2% |
| 1Y | +14.0% | +17.5% | -3.5% | -4.3% |
| 3Y | +75.8% | +67.4% | +8.4% | 0.0% |
| 5Y | +57.8% | +63.4% | -5.5% | -7.9% |
| 10Y | +219.8% | +259.9% | -40.1% | -25.2% |
| All | +360.8% | +605.4% | -244.6% | -51.0% |
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