-38.0%
VG vs ITOT
+27.0%
-65.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | -2.5% | +0.7% | -3.2% | -3.1% |
| 30D | +11.1% | -1.1% | +12.2% | +12.0% |
| 3M | +14.9% | +3.9% | +11.0% | +9.3% |
| 6M | +18.4% | +14.7% | +3.6% | -4.1% |
| YTD | +116.6% | +13.3% | +103.2% | +78.5% |
| 1Y | +9.4% | +19.1% | -9.8% | -16.6% |
| All | -38.0% | +27.0% | -65.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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