+377.4%
VT vs VIG
+582.2%
-204.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | +0.4% | -0.4% | +0.9% | +0.9% |
| 30D | +1.0% | -1.0% | +1.9% | +2.0% |
| 3M | +2.4% | +2.8% | -0.4% | -0.6% |
| 6M | +12.0% | +8.2% | +3.8% | +2.9% |
| YTD | +15.3% | +11.0% | +4.3% | +3.0% |
| 1Y | +22.6% | +16.1% | +6.4% | +4.2% |
| 3Y | +74.7% | +56.2% | +18.5% | +7.2% |
| 5Y | +66.1% | +63.0% | +3.2% | -2.8% |
| 10Y | +225.0% | +241.4% | -16.4% | -19.3% |
| All | +377.4% | +582.2% | -204.8% | -47.3% |
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 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