+635.3%
GOOG vs VT
+223.7%
+411.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.3% |
| 7D | +2.9% | +0.4% | +2.5% | +2.3% |
| 30D | -17.8% | -2.6% | -15.2% | -15.3% |
| 3M | -19.0% | -3.2% | -15.8% | -16.0% |
| 6M | -27.9% | +0.9% | -28.8% | -28.8% |
| YTD | -8.7% | +11.3% | -20.0% | -19.5% |
| 1Y | +2.5% | +14.0% | -11.5% | -12.1% |
| 3Y | +119.2% | +75.8% | +43.4% | +13.5% |
| 5Y | +93.4% | +57.8% | +35.6% | +15.1% |
| 10Y | +635.3% | +219.8% | +415.5% | +97.8% |
| All | +635.3% | +223.7% | +411.6% | +97.8% |
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