+62.5%
VWO vs VIG
+55.8%
+6.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -1.8% | -1.1% | -0.7% | -0.9% |
| 30D | -0.1% | -2.7% | +2.6% | +2.2% |
| 3M | +2.2% | +2.5% | -0.3% | +0.1% |
| 6M | +8.8% | +9.2% | -0.5% | +1.2% |
| YTD | +12.4% | +9.8% | +2.6% | +4.2% |
| 1Y | +15.6% | +12.4% | +3.2% | +5.3% |
| 3Y | +62.5% | +55.9% | +6.6% | +11.2% |
| All | +62.5% | +55.8% | +6.7% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling