-7.4%
VGLT vs VT
+223.7%
-231.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.3% |
| 7D | +0.3% | +0.4% | 0.0% | +0.4% |
| 30D | +4.8% | -2.6% | +7.4% | +4.6% |
| 3M | -0.1% | -3.2% | +3.1% | -0.4% |
| 6M | -2.5% | +0.9% | -3.4% | -2.4% |
| YTD | -2.4% | +11.3% | -13.7% | -1.2% |
| 1Y | -3.7% | +14.0% | -17.7% | -2.2% |
| 3Y | +8.8% | +75.8% | -67.0% | +17.5% |
| 5Y | -30.8% | +57.8% | -88.6% | -27.4% |
| 10Y | -7.4% | +219.8% | -227.2% | +14.2% |
| All | -7.4% | +223.7% | -231.1% | +14.2% |
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