-7.9%
VGLT vs VT
+221.8%
-229.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -2.9% | +2.4% | -5.3% | -2.7% |
| 30D | +1.1% | -1.5% | +2.6% | +0.9% |
| 3M | -2.6% | -4.1% | +1.5% | -3.0% |
| 6M | -3.7% | +0.6% | -4.3% | -3.6% |
| YTD | -4.9% | +11.0% | -15.9% | -3.8% |
| 1Y | -6.0% | +13.3% | -19.4% | -4.7% |
| 3Y | +5.6% | +73.4% | -67.8% | +13.8% |
| 5Y | -31.0% | +57.4% | -88.4% | -27.7% |
| All | -7.9% | +221.8% | -229.6% | +14.8% |
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