-58.5%
GOVZ vs VT
+118.5%
-177.0%
-62.7%
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 | +0.4% | -4.9% | +5.3% | +0.9% |
| 6M | -5.1% | -1.5% | -3.5% | -4.9% |
| YTD | -5.7% | +8.5% | -14.1% | -6.3% |
| 1Y | -10.3% | +11.4% | -21.7% | -11.1% |
| 3Y | -4.6% | +70.1% | -74.7% | -8.0% |
| 5Y | -54.0% | +53.7% | -107.8% | -57.4% |
| All | -58.5% | +118.5% | -177.0% | -57.9% |
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