-50.0%
VTRS vs VIG
+250.0%
-300.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -2.2% | -1.1% | -1.1% | -1.2% |
| 30D | +3.3% | -2.7% | +6.1% | +6.1% |
| 3M | +2.0% | +2.5% | -0.6% | -0.5% |
| 6M | +19.9% | +9.2% | +10.7% | +10.2% |
| YTD | +35.7% | +9.8% | +25.9% | +24.2% |
| 1Y | +68.1% | +12.4% | +55.7% | +50.6% |
| 3Y | +87.1% | +55.9% | +31.2% | +23.2% |
| 5Y | +47.6% | +63.9% | -16.3% | -7.4% |
| All | -50.0% | +250.0% | -300.0% | -84.7% |
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