+77.3%
VGI vs VT
+336.0%
-258.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +1.7% |
| 7D | +2.1% | -4.2% | +6.3% | +4.0% |
| 30D | +3.8% | -5.8% | +9.6% | +6.5% |
| 3M | -2.8% | -5.2% | +2.5% | -0.5% |
| 6M | -2.7% | +0.1% | -2.8% | -3.0% |
| YTD | -2.4% | +8.2% | -10.6% | -6.2% |
| 1Y | -0.1% | +10.1% | -10.3% | -4.8% |
| 3Y | +39.3% | +69.7% | -30.3% | +7.6% |
| 5Y | +6.6% | +53.4% | -46.8% | -14.3% |
| 10Y | +45.0% | +219.2% | -174.2% | -16.7% |
| All | +77.3% | +336.0% | -258.6% | -6.3% |
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