+18.4%
GOVT vs VT
+364.6%
-346.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.1% |
| 30D | -0.3% | +1.0% | -1.3% | -0.3% |
| 3M | -0.5% | +2.4% | -2.9% | -0.4% |
| 6M | -1.6% | +12.0% | -13.6% | -1.1% |
| YTD | -0.5% | +15.3% | -15.8% | +0.2% |
| 1Y | +0.8% | +22.6% | -21.7% | +1.9% |
| 3Y | +10.2% | +74.7% | -64.5% | +13.7% |
| 5Y | -4.2% | +66.1% | -70.3% | -1.6% |
| 10Y | +7.5% | +225.0% | -217.5% | +18.1% |
| All | +18.4% | +364.6% | -346.2% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling