+363.8%
VT vs VIG
+612.7%
-248.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.3% |
| 30D | -1.7% | +4.9% | -6.7% | -6.8% |
| 3M | -2.3% | +2.9% | -5.2% | -5.4% |
| 6M | +1.5% | +11.2% | -9.7% | -9.6% |
| YTD | +12.0% | +16.0% | -3.9% | -4.7% |
| 1Y | +12.9% | +17.0% | -4.1% | -4.8% |
| 3Y | +74.9% | +66.9% | +8.1% | -0.2% |
| 5Y | +59.9% | +65.8% | -5.9% | -8.2% |
| 10Y | +224.6% | +263.6% | -39.0% | -24.9% |
| All | +363.8% | +612.7% | -248.9% | -51.2% |
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