+632.6%
GOOG vs VT
+215.5%
+417.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +4.8% |
| 30D | -18.3% | -5.0% | -13.3% | -13.3% |
| 3M | -20.3% | -4.9% | -15.5% | -15.6% |
| 6M | -28.1% | -1.5% | -26.5% | -26.9% |
| YTD | -9.3% | +8.5% | -17.8% | -17.7% |
| 1Y | -0.2% | +11.4% | -11.6% | -12.0% |
| 3Y | +118.0% | +70.1% | +48.0% | +17.4% |
| 5Y | +92.1% | +53.7% | +38.3% | +17.8% |
| All | +632.6% | +215.5% | +417.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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