+92.1%
GROW vs VT
+221.4%
-129.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -13.7% | +1.0% | -14.7% | -14.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.1% |
| 3M | +6.7% | +4.5% | +2.1% | +3.1% |
| 6M | -10.4% | +14.1% | -24.4% | -18.9% |
| YTD | +23.1% | +14.8% | +8.3% | +10.9% |
| 1Y | +22.2% | +21.2% | +1.0% | +5.8% |
| 3Y | +9.6% | +76.6% | -67.0% | -29.5% |
| 5Y | -45.9% | +66.6% | -112.5% | -63.5% |
| 10Y | +92.1% | +222.3% | -130.2% | -16.4% |
| All | +92.1% | +221.4% | -129.4% | -16.4% |
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