+1,084.1%
VUG vs VIG
+623.5%
+460.5%
-50.7%
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 | -0.1% | -0.4% | +0.3% | +0.4% |
| 30D | -0.3% | -1.0% | +0.7% | +0.7% |
| 3M | -0.7% | +2.8% | -3.5% | -3.6% |
| 6M | +14.6% | +8.2% | +6.4% | +5.2% |
| YTD | +9.0% | +11.0% | -2.0% | -2.8% |
| 1Y | +14.9% | +16.1% | -1.3% | -2.5% |
| 3Y | +86.0% | +56.2% | +29.9% | +15.0% |
| 5Y | +76.7% | +63.0% | +13.7% | +6.1% |
| 10Y | +411.3% | +241.4% | +169.9% | +40.4% |
| All | +1,084.1% | +623.5% | +460.5% | +45.9% |
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