-58.3%
GOVZ vs VT
+118.5%
-176.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +11.1% | -5.0% | +16.0% | +11.6% |
| 3M | +0.9% | -4.9% | +5.8% | +1.4% |
| 6M | -4.6% | -1.5% | -3.1% | -4.5% |
| YTD | -5.2% | +8.5% | -13.7% | -5.9% |
| 1Y | -9.9% | +11.4% | -21.3% | -10.7% |
| 3Y | -4.1% | +70.1% | -74.2% | -7.5% |
| 5Y | -53.8% | +53.7% | -107.5% | -57.2% |
| All | -58.3% | +118.5% | -176.8% | -57.7% |
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