+183.3%
VWO vs VIG
+614.0%
-430.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | +0.2% | -1.2% | +1.3% | +1.6% |
| 30D | +0.9% | -2.8% | +3.7% | +4.4% |
| 3M | +4.3% | +2.5% | +1.8% | +1.2% |
| 6M | +10.5% | +8.1% | +2.4% | +0.7% |
| YTD | +13.4% | +9.6% | +3.8% | +1.6% |
| 1Y | +18.6% | +14.2% | +4.4% | +1.1% |
| 3Y | +65.8% | +56.1% | +9.7% | -5.2% |
| 5Y | +35.2% | +62.8% | -27.6% | -28.8% |
| 10Y | +116.6% | +248.2% | -131.6% | -63.3% |
| All | +183.3% | +614.0% | -430.7% | -83.8% |
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