+1,028.7%
VUG vs VIG
+655.8%
+372.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +3.5% | -1.0% | -1.3% |
| 30D | -6.3% | +4.9% | -11.2% | -11.1% |
| 3M | -6.0% | +2.5% | -8.5% | -8.6% |
| 6M | -3.5% | +11.0% | -14.6% | -14.0% |
| YTD | +3.9% | +16.0% | -12.0% | -11.7% |
| 1Y | +5.1% | +17.5% | -12.4% | -12.0% |
| 3Y | +77.9% | +67.0% | +10.9% | +2.1% |
| 5Y | +62.4% | +64.8% | -2.4% | -3.8% |
| 10Y | +399.4% | +263.6% | +135.8% | +28.0% |
| All | +1,028.7% | +655.8% | +372.9% | +32.6% |
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