-58.6%
GOVZ vs VT
+118.0%
-176.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +0.4% | -4.2% | +4.5% | +0.8% |
| 30D | +10.5% | -5.8% | +16.3% | +11.1% |
| 3M | -0.9% | -5.2% | +4.3% | -0.4% |
| 6M | -4.4% | +0.1% | -4.5% | -4.4% |
| YTD | -5.9% | +8.2% | -14.1% | -6.5% |
| 1Y | -9.1% | +10.1% | -19.2% | -9.8% |
| 3Y | -6.1% | +69.7% | -75.8% | -9.4% |
| 5Y | -54.1% | +53.4% | -107.5% | -57.5% |
| All | -58.6% | +118.0% | -176.6% | -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 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