+96.3%
VTR vs VIG
+250.0%
-153.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | -0.3% | -1.1% | +0.8% | +0.8% |
| 30D | +1.1% | -2.7% | +3.8% | +4.0% |
| 3M | +7.9% | +2.5% | +5.4% | +4.9% |
| 6M | +6.2% | +9.2% | -3.1% | -3.7% |
| YTD | +17.7% | +9.8% | +7.9% | +6.0% |
| 1Y | +32.9% | +12.4% | +20.5% | +16.4% |
| 3Y | +129.7% | +55.9% | +73.8% | +38.0% |
| 5Y | +89.3% | +63.9% | +25.4% | +6.2% |
| All | +96.3% | +250.0% | -153.7% | -38.9% |
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