+426.7%
GURU vs VT
+419.6%
+7.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.5% | +1.0% | +0.5% | +0.4% |
| 30D | +0.7% | -0.2% | +0.9% | +0.9% |
| 3M | +7.4% | +4.5% | +2.9% | +2.5% |
| 6M | +17.4% | +14.1% | +3.3% | +2.0% |
| YTD | +12.3% | +14.8% | -2.4% | -3.0% |
| 1Y | +19.0% | +21.2% | -2.2% | -3.0% |
| 3Y | +88.0% | +76.6% | +11.4% | +3.2% |
| 5Y | +40.7% | +66.6% | -25.9% | -17.1% |
| 10Y | +214.4% | +222.3% | -7.8% | -3.6% |
| All | +426.7% | +419.6% | +7.1% | +8.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling