+40.9%
VGIT vs VT
+417.1%
-376.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | +1.6% | -2.5% | +4.1% | +1.5% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -1.6% | +3.1% | -4.7% | -1.4% |
| YTD | -1.7% | +10.9% | -12.6% | -1.0% |
| 1Y | -1.1% | +12.1% | -13.2% | -0.4% |
| 3Y | +11.4% | +73.9% | -62.5% | +15.3% |
| 5Y | -0.2% | +58.0% | -58.2% | +2.5% |
| 10Y | +11.2% | +225.5% | -214.3% | +22.9% |
| All | +40.9% | +417.1% | -376.1% | +65.6% |
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