-90.0%
VGAS vs VT
+63.4%
-153.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.3% |
| 7D | -2.6% | -4.2% | +1.6% | -1.3% |
| 30D | -8.9% | -5.8% | -3.1% | -7.2% |
| 3M | -37.7% | -5.2% | -32.5% | -36.6% |
| 6M | -43.8% | +0.1% | -43.9% | -43.6% |
| YTD | -52.2% | +8.2% | -60.5% | -53.1% |
| 1Y | -70.5% | +10.1% | -80.6% | -71.2% |
| 3Y | -75.4% | +69.7% | -145.1% | -77.4% |
| 5Y | -90.1% | +53.4% | -143.4% | -90.8% |
| All | -90.0% | +63.4% | -153.4% | -90.7% |
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