+724.9%
VTI vs VIG
+614.0%
+110.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -0.4% | -1.2% | +0.8% | +1.0% |
| 30D | -1.6% | -2.8% | +1.2% | +1.6% |
| 3M | +3.6% | +2.5% | +1.1% | +0.8% |
| 6M | +13.0% | +8.1% | +4.9% | +3.7% |
| YTD | +12.7% | +9.6% | +3.1% | +1.9% |
| 1Y | +18.4% | +14.2% | +4.2% | +2.3% |
| 3Y | +76.4% | +56.1% | +20.3% | +8.3% |
| 5Y | +73.7% | +62.8% | +10.9% | +2.3% |
| 10Y | +302.5% | +248.2% | +54.3% | +1.8% |
| All | +724.9% | +614.0% | +110.9% | -5.8% |
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