+228.7%
VTV vs VIG
+250.0%
-21.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -1.1% | -1.1% | 0.0% | 0.0% |
| 30D | -1.0% | -2.7% | +1.7% | +1.7% |
| 3M | +4.6% | +2.5% | +2.1% | +2.1% |
| 6M | +13.5% | +9.2% | +4.3% | +4.0% |
| YTD | +18.5% | +9.8% | +8.7% | +7.9% |
| 1Y | +22.9% | +12.4% | +10.5% | +9.4% |
| 3Y | +67.8% | +55.9% | +12.0% | +7.7% |
| 5Y | +81.8% | +63.9% | +17.9% | +10.4% |
| All | +228.7% | +250.0% | -21.3% | -5.3% |
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 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