-58.5%
GOVZ vs VT
+132.3%
-190.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.7% | +1.0% | -1.6% | -0.8% |
| 3M | -5.1% | +2.4% | -7.5% | -5.3% |
| 6M | -9.4% | +12.0% | -21.4% | -10.4% |
| YTD | -5.6% | +15.3% | -21.0% | -6.9% |
| 1Y | -4.4% | +22.6% | -27.0% | -6.1% |
| 3Y | -17.0% | +74.7% | -91.6% | -20.5% |
| 5Y | -52.8% | +66.1% | -118.9% | -56.4% |
| All | -58.5% | +132.3% | -190.8% | -58.1% |
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