+505.8%
VTR vs VIG
+617.8%
-112.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.6% |
| 7D | -2.4% | -0.4% | -2.0% | -1.9% |
| 30D | -3.7% | -2.1% | -1.7% | -1.2% |
| 3M | +13.5% | +3.3% | +10.2% | +8.6% |
| 6M | +7.2% | +9.3% | -2.1% | -5.0% |
| YTD | +17.6% | +10.1% | +7.4% | +2.9% |
| 1Y | +35.4% | +14.7% | +20.7% | +12.0% |
| 3Y | +132.8% | +56.9% | +75.9% | +24.8% |
| 5Y | +88.7% | +62.9% | +25.7% | -5.7% |
| 10Y | +87.6% | +241.3% | -153.7% | -66.0% |
| All | +505.8% | +617.8% | -112.0% | -64.9% |
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 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