+6.9%
GOVT vs VT
+229.8%
-222.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.9% | -1.1% | +0.2% | -1.0% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | -1.6% | +3.2% | -4.8% | -1.5% |
| 6M | -1.8% | +12.5% | -14.3% | -1.4% |
| YTD | -1.4% | +14.1% | -15.5% | -1.0% |
| 1Y | -1.1% | +18.9% | -20.0% | -0.4% |
| 3Y | +9.7% | +74.1% | -64.4% | +12.3% |
| 5Y | -5.0% | +66.9% | -71.8% | -3.2% |
| All | +6.9% | +229.8% | -222.8% | +15.3% |
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